+34.1%
LMT vs FICO
-59.4%
+93.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | +5.1% | +2.2% | +2.9% | +5.0% |
| 30D | +14.1% | +0.1% | +14.1% | +13.9% |
| 3M | +0.3% | -35.2% | +35.4% | +1.2% |
| 6M | +16.1% | -32.4% | +48.5% | +16.3% |
| YTD | +25.5% | -57.4% | +82.9% | +31.8% |
| 1Y | +34.1% | -58.5% | +92.7% | +41.4% |
| All | +34.1% | -59.4% | +93.6% | +41.4% |
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