+37.3%
LMT vs FFIV
+141.9%
-104.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -1.5% | -1.5% | 0.0% | -1.5% |
| 30D | -8.2% | -2.7% | -5.6% | -8.2% |
| 3M | +3.7% | -1.7% | +5.4% | +3.7% |
| 6M | -19.2% | +36.1% | -55.3% | -20.6% |
| YTD | +12.9% | +52.6% | -39.8% | +10.1% |
| 1Y | +19.8% | +21.5% | -1.7% | +18.2% |
| 3Y | +37.3% | +142.7% | -105.4% | +31.5% |
| All | +37.3% | +141.9% | -104.7% | +31.5% |
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