+11,275.8%
LMT vs FDX
+4,233.6%
+7,042.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.3% |
| 7D | -6.3% | -2.5% | -3.7% | -5.8% |
| 30D | -8.5% | +3.8% | -12.3% | -9.2% |
| 3M | +1.8% | -1.3% | +3.1% | +1.9% |
| 6M | -19.9% | +5.0% | -25.0% | -21.1% |
| YTD | +10.6% | +39.6% | -29.1% | +2.9% |
| 1Y | +17.9% | +81.1% | -63.2% | +4.2% |
| 3Y | +27.0% | +63.0% | -36.1% | +11.7% |
| 5Y | +68.7% | +65.6% | +3.1% | +43.6% |
| 10Y | +181.1% | +183.4% | -2.3% | +104.1% |
| All | +11,275.8% | +4,233.6% | +7,042.2% | +5,022.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling