+74.5%
LMT vs FGI
-74.8%
+149.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -25.2% | +23.8% | -1.3% |
| 7D | +5.1% | -14.4% | +19.5% | +5.1% |
| 30D | +14.1% | -11.8% | +25.9% | +14.2% |
| 3M | +0.3% | -46.2% | +46.5% | +0.3% |
| 6M | +16.1% | +5.2% | +10.9% | +16.3% |
| YTD | +25.5% | +10.5% | +14.9% | +25.6% |
| 1Y | +34.1% | +25.5% | +8.6% | +34.0% |
| 3Y | +45.1% | -16.0% | +61.1% | +45.6% |
| All | +74.5% | -74.8% | +149.3% | +77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling