+37.3%
LMT vs FDX
+62.0%
-24.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.7% | +2.2% |
| 7D | -1.5% | -3.3% | +1.8% | -1.4% |
| 30D | -8.2% | -1.4% | -6.9% | -8.2% |
| 3M | +3.7% | -4.5% | +8.2% | +3.9% |
| 6M | -19.2% | +9.4% | -28.6% | -19.6% |
| YTD | +12.9% | +36.0% | -23.2% | +11.0% |
| 1Y | +19.8% | +75.5% | -55.7% | +16.7% |
| 3Y | +37.3% | +62.8% | -25.5% | +32.2% |
| All | +37.3% | +62.0% | -24.8% | +32.2% |
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