+25.9%
LMT vs FFIV
+33.5%
-7.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.4% | -6.9% |
| 7D | -5.5% | -9.8% | +4.3% | -5.7% |
| 30D | +17.5% | -28.1% | +45.5% | +16.6% |
| 3M | +1.6% | -20.0% | +21.6% | +0.6% |
| 6M | +16.3% | -0.1% | +16.4% | +13.4% |
| YTD | +25.3% | +29.2% | -3.9% | +19.5% |
| 1Y | +25.9% | +36.6% | -10.7% | +21.7% |
| All | +25.9% | +33.5% | -7.6% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling