+48.5%
LMT vs FFIV
+102.3%
-53.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +1.1% |
| 7D | +2.5% | -2.9% | +5.5% | +2.6% |
| 30D | +19.2% | -32.4% | +51.6% | +19.7% |
| 3M | +2.7% | -22.7% | +25.4% | +2.7% |
| 6M | +20.6% | -10.7% | +31.3% | +19.7% |
| YTD | +28.4% | +25.4% | +3.0% | +25.2% |
| 1Y | +36.9% | +34.2% | +2.7% | +33.2% |
| All | +48.5% | +102.3% | -53.8% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling