+187.0%
LMT vs FFIV
+239.4%
-52.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.0% | -2.8% |
| 7D | -1.3% | +3.5% | -4.8% | -1.9% |
| 30D | -12.5% | -1.3% | -11.2% | -12.4% |
| 3M | -0.5% | +2.4% | -2.8% | -1.2% |
| 6M | -20.0% | +41.8% | -61.8% | -25.0% |
| YTD | +10.4% | +58.5% | -48.1% | +1.2% |
| 1Y | +17.7% | +24.3% | -6.6% | +12.3% |
| 3Y | +34.3% | +152.0% | -117.8% | +10.0% |
| 5Y | +71.8% | +99.1% | -27.3% | +44.9% |
| 10Y | +187.0% | +242.8% | -55.8% | +109.4% |
| All | +187.0% | +239.4% | -52.4% | +109.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling