+2,208.2%
LMT vs FE
+561.4%
+1,646.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.3% |
| 7D | -6.3% | +1.9% | -8.2% | -6.8% |
| 30D | -8.5% | -1.2% | -7.3% | -8.2% |
| 3M | +1.8% | +3.5% | -1.7% | +0.8% |
| 6M | -19.9% | -6.1% | -13.9% | -18.6% |
| YTD | +10.6% | +7.6% | +3.0% | +8.1% |
| 1Y | +17.9% | +11.9% | +6.0% | +14.0% |
| 3Y | +27.0% | +48.4% | -21.5% | +12.1% |
| 5Y | +68.7% | +44.8% | +23.9% | +49.0% |
| 10Y | +181.1% | +115.9% | +65.2% | +115.0% |
| All | +2,208.2% | +561.4% | +1,646.7% | +1,334.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling