+2,869.6%
LMT vs FFIV
+6,097.9%
-3,228.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.9% |
| 7D | +4.8% | +1.9% | +3.0% | +4.8% |
| 30D | +19.9% | -33.3% | +53.2% | +22.1% |
| 3M | +0.2% | -24.9% | +25.1% | +1.4% |
| 6M | +17.4% | -10.5% | +27.9% | +17.7% |
| YTD | +27.2% | +24.4% | +2.7% | +25.1% |
| 1Y | +35.6% | +32.3% | +3.3% | +33.0% |
| 3Y | +47.1% | +99.7% | -52.6% | +40.7% |
| 5Y | +103.7% | +38.4% | +65.2% | +97.5% |
| 10Y | +203.5% | +125.0% | +78.4% | +185.6% |
| All | +2,869.6% | +6,097.9% | -3,228.3% | +2,278.6% |
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