+104.2%
LMT vs FICO
+82.5%
+21.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.6% | +2.5% |
| 7D | -5.6% | +0.9% | -6.5% | -5.6% |
| 30D | +18.4% | +9.4% | +8.9% | +17.7% |
| 3M | +0.6% | -30.4% | +31.0% | +1.7% |
| 6M | +20.6% | -35.1% | +55.7% | +22.0% |
| YTD | +27.0% | -56.8% | +83.7% | +30.6% |
| 1Y | +36.9% | -58.4% | +95.2% | +41.1% |
| 3Y | +46.9% | -26.7% | +73.5% | +45.1% |
| 5Y | +104.2% | +88.0% | +16.2% | +86.0% |
| All | +104.2% | +82.5% | +21.7% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling