+11,275.8%
LMT vs FICO
+104,095.6%
-92,819.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -16.7% | +15.2% | 0.0% |
| 7D | -6.3% | -19.2% | +12.9% | -4.6% |
| 30D | -8.5% | -14.6% | +6.1% | -7.4% |
| 3M | +1.8% | -20.1% | +21.9% | +3.3% |
| 6M | -19.9% | -36.3% | +16.4% | -17.5% |
| YTD | +10.6% | -44.9% | +55.4% | +15.2% |
| 1Y | +17.9% | -38.6% | +56.6% | +21.3% |
| 3Y | +27.0% | +4.0% | +23.0% | +22.7% |
| 5Y | +68.7% | +99.5% | -30.9% | +51.3% |
| 10Y | +181.1% | +604.7% | -423.6% | +124.5% |
| All | +11,275.8% | +104,095.6% | -92,819.8% | +7,215.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling