+181.4%
LMT vs FICO
+605.7%
-424.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -16.7% | +15.2% | +0.9% |
| 7D | -6.3% | -19.2% | +12.9% | -3.6% |
| 30D | -8.5% | -14.6% | +6.1% | -6.8% |
| 3M | +1.8% | -20.1% | +21.9% | +4.1% |
| 6M | -19.9% | -36.3% | +16.4% | -15.8% |
| YTD | +10.6% | -44.9% | +55.4% | +18.7% |
| 1Y | +17.9% | -38.6% | +56.6% | +23.5% |
| 3Y | +27.0% | +4.0% | +23.0% | +15.4% |
| 5Y | +68.7% | +99.5% | -30.9% | +28.0% |
| All | +181.4% | +605.7% | -424.3% | +46.8% |
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