+2,391.8%
LMT vs FE
+563.2%
+1,828.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.4% |
| 7D | -11.0% | 0.0% | -10.9% | -11.0% |
| 30D | +13.6% | +5.2% | +8.4% | +12.0% |
| 3M | -2.1% | 0.0% | -2.1% | -2.1% |
| 6M | +11.7% | +5.0% | +6.6% | +10.0% |
| YTD | +19.4% | +7.9% | +11.5% | +16.6% |
| 1Y | +24.1% | +6.3% | +17.7% | +21.7% |
| 3Y | +36.2% | +46.0% | -9.9% | +21.0% |
| 5Y | +90.7% | +45.6% | +45.1% | +68.3% |
| 10Y | +212.5% | +109.3% | +103.2% | +141.3% |
| All | +2,391.8% | +563.2% | +1,828.7% | +1,447.0% |
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