+36.9%
LMT vs FICO
-58.5%
+95.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.2% |
| 7D | +2.5% | +4.0% | -1.4% | +2.4% |
| 30D | +19.2% | -1.5% | +20.7% | +19.0% |
| 3M | +2.7% | -29.8% | +32.5% | +3.4% |
| 6M | +20.6% | -33.3% | +53.9% | +20.9% |
| YTD | +28.4% | -56.9% | +85.3% | +35.2% |
| 1Y | +36.9% | -59.5% | +96.4% | +44.9% |
| All | +36.9% | -58.5% | +95.4% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling