+202.1%
LMT vs FICO
+544.0%
-341.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +3.4% |
| 7D | -8.5% | -0.1% | -8.5% | -8.5% |
| 30D | +15.4% | +8.4% | +7.0% | +13.8% |
| 3M | +0.7% | -30.5% | +31.2% | +4.3% |
| 6M | +17.6% | -35.7% | +53.3% | +22.2% |
| YTD | +23.8% | -57.2% | +81.0% | +36.0% |
| 1Y | +31.6% | -58.4% | +90.0% | +45.2% |
| 3Y | +44.0% | -24.8% | +68.8% | +36.2% |
| 5Y | +98.8% | +79.3% | +19.6% | +48.2% |
| 10Y | +202.1% | +531.6% | -329.5% | +59.0% |
| All | +202.1% | +544.0% | -341.8% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling