+25.9%
LMT vs FGI
+38.7%
-12.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.0% | -1.9% | -6.9% |
| 7D | -5.5% | +3.3% | -8.9% | -5.5% |
| 30D | +17.5% | -2.0% | +19.5% | +17.4% |
| 3M | +1.6% | +60.3% | -58.7% | +2.7% |
| 6M | +16.3% | +0.7% | +15.6% | +17.0% |
| YTD | +25.3% | +30.2% | -4.9% | +27.6% |
| 1Y | +25.9% | +44.4% | -18.5% | +24.6% |
| All | +25.9% | +38.7% | -12.8% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling