+205.2%
LMT vs FICO
+535.6%
-330.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.6% | +2.4% |
| 7D | -5.6% | +0.9% | -6.5% | -5.7% |
| 30D | +18.4% | +9.4% | +8.9% | +16.5% |
| 3M | +0.6% | -30.4% | +31.0% | +4.2% |
| 6M | +20.6% | -35.1% | +55.7% | +25.2% |
| YTD | +27.0% | -56.8% | +83.7% | +39.3% |
| 1Y | +36.9% | -58.4% | +95.2% | +51.0% |
| 3Y | +46.9% | -26.7% | +73.5% | +39.8% |
| 5Y | +104.2% | +88.0% | +16.2% | +50.3% |
| 10Y | +205.2% | +545.7% | -340.5% | +59.2% |
| All | +205.2% | +535.6% | -330.3% | +59.2% |
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