+2,482.2%
LMT vs FFIV
+7,518.9%
-5,036.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -6.3% | -1.0% | -5.3% | -6.2% |
| 30D | -8.5% | -5.1% | -3.4% | -8.3% |
| 3M | +1.8% | -4.5% | +6.3% | +2.0% |
| 6M | -19.9% | +36.5% | -56.4% | -21.3% |
| YTD | +10.6% | +53.0% | -42.4% | +7.9% |
| 1Y | +17.9% | +24.2% | -6.3% | +16.3% |
| 3Y | +27.0% | +137.2% | -110.3% | +20.6% |
| 5Y | +68.7% | +91.8% | -23.1% | +61.3% |
| 10Y | +181.1% | +215.2% | -34.1% | +161.0% |
| All | +2,482.2% | +7,518.9% | -5,036.8% | +1,951.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling