+2,898.9%
LMT vs FFIV
+6,144.1%
-3,245.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +1.1% |
| 7D | +2.5% | -2.9% | +5.5% | +2.7% |
| 30D | +19.2% | -32.4% | +51.6% | +21.3% |
| 3M | +2.7% | -22.7% | +25.4% | +3.8% |
| 6M | +20.6% | -10.7% | +31.3% | +20.9% |
| YTD | +28.4% | +25.4% | +3.0% | +26.3% |
| 1Y | +36.9% | +34.2% | +2.7% | +34.2% |
| 3Y | +48.5% | +101.2% | -52.7% | +42.0% |
| 5Y | +107.6% | +42.0% | +65.7% | +101.1% |
| 10Y | +206.5% | +126.7% | +79.8% | +188.3% |
| All | +2,898.9% | +6,144.1% | -3,245.2% | +2,301.2% |
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 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