+47.0%
LMT vs FGI
+12.3%
+34.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.2% | -1.0% |
| 7D | +4.8% | +13.5% | -8.7% | +4.9% |
| 30D | +19.9% | +17.1% | +2.7% | +19.9% |
| 3M | +0.2% | +78.0% | -77.8% | +0.8% |
| 6M | +17.4% | +46.4% | -29.0% | +18.2% |
| YTD | +27.2% | +47.7% | -20.6% | +28.3% |
| 1Y | +35.6% | +56.8% | -21.2% | +36.8% |
| All | +47.0% | +12.3% | +34.8% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling