+103.7%
LMT vs FICO
+87.6%
+16.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | +4.8% | +1.4% | +3.4% | +4.8% |
| 30D | +19.9% | -0.8% | +20.6% | +19.7% |
| 3M | +0.2% | -31.3% | +31.5% | +1.3% |
| 6M | +17.4% | -33.9% | +51.4% | +18.6% |
| YTD | +27.2% | -57.6% | +84.7% | +30.9% |
| 1Y | +35.6% | -59.7% | +95.2% | +40.0% |
| 3Y | +47.1% | -28.0% | +75.1% | +45.5% |
| 5Y | +103.7% | +91.0% | +12.7% | +85.6% |
| All | +103.7% | +87.6% | +16.1% | +85.6% |
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