+12,181.0%
LMT vs FICO
+78,645.2%
-66,464.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -11.0% | -0.9% | -10.0% | -10.9% |
| 30D | +13.6% | +3.3% | +10.3% | +13.0% |
| 3M | -2.1% | -31.7% | +29.6% | +0.3% |
| 6M | +11.7% | -34.0% | +45.6% | +14.2% |
| YTD | +19.4% | -58.3% | +77.7% | +26.6% |
| 1Y | +24.1% | -57.9% | +82.0% | +31.4% |
| 3Y | +36.2% | -24.1% | +60.2% | +34.4% |
| 5Y | +90.7% | +85.3% | +5.4% | +70.8% |
| 10Y | +212.5% | +520.3% | -307.8% | +151.2% |
| All | +12,181.0% | +78,645.2% | -66,464.1% | +7,936.1% |
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