+47.0%
LMT vs FDX
+71.8%
-24.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.9% |
| 7D | +4.8% | +0.8% | +4.1% | +4.8% |
| 30D | +19.9% | +9.9% | +10.0% | +19.2% |
| 3M | +0.2% | -1.9% | +2.1% | +0.2% |
| 6M | +17.4% | +6.1% | +11.4% | +16.9% |
| YTD | +27.2% | +38.8% | -11.6% | +24.4% |
| 1Y | +35.6% | +50.0% | -14.4% | +32.2% |
| All | +47.0% | +71.8% | -24.8% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling