+71.8%
LMT vs FDX
+63.0%
+8.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.1% |
| 7D | -1.3% | -2.3% | +1.0% | -1.3% |
| 30D | -12.5% | -4.9% | -7.6% | -12.4% |
| 3M | -0.5% | -6.5% | +6.0% | -0.3% |
| 6M | -20.0% | +6.7% | -26.7% | -20.2% |
| YTD | +10.4% | +33.9% | -23.5% | +9.6% |
| 1Y | +17.7% | +72.2% | -54.5% | +16.3% |
| 3Y | +34.3% | +60.2% | -26.0% | +32.5% |
| 5Y | +71.8% | +62.9% | +8.9% | +69.0% |
| All | +71.8% | +63.0% | +8.8% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling