+70.8%
LMT vs FE
+49.2%
+21.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.2% |
| 7D | -6.3% | +1.9% | -8.2% | -6.9% |
| 30D | -8.5% | -1.2% | -7.3% | -8.2% |
| 3M | +1.8% | +3.5% | -1.7% | +0.6% |
| 6M | -19.9% | -6.1% | -13.9% | -18.4% |
| YTD | +10.6% | +7.6% | +3.0% | +7.8% |
| 1Y | +17.9% | +11.9% | +6.0% | +13.4% |
| 3Y | +27.0% | +48.4% | -21.5% | +10.0% |
| All | +70.8% | +49.2% | +21.6% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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