+74.4%
LMT vs FFIV
+92.2%
-17.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -1.5% | -1.5% | 0.0% | -1.4% |
| 30D | -8.2% | -2.7% | -5.6% | -8.1% |
| 3M | +3.7% | -1.7% | +5.4% | +3.7% |
| 6M | -19.2% | +36.1% | -55.3% | -21.0% |
| YTD | +12.9% | +52.6% | -39.8% | +9.3% |
| 1Y | +19.8% | +21.5% | -1.7% | +17.8% |
| 3Y | +37.3% | +142.7% | -105.4% | +27.5% |
| 5Y | +74.4% | +92.6% | -18.2% | +57.2% |
| All | +74.4% | +92.2% | -17.8% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling