+36.2%
LMT vs FGI
+1.5%
+34.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.6% |
| 7D | -11.0% | -7.0% | -4.0% | -11.0% |
| 30D | +13.6% | -4.2% | +17.8% | +13.6% |
| 3M | -2.1% | +55.6% | -57.7% | -1.5% |
| 6M | +11.7% | -3.2% | +14.8% | +12.1% |
| YTD | +19.4% | +29.1% | -9.8% | +20.4% |
| 1Y | +24.1% | +51.0% | -26.9% | +25.2% |
| 3Y | +36.2% | +1.5% | +34.6% | +39.2% |
| All | +36.2% | +1.5% | +34.6% | +39.2% |
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