+25.9%
LMT vs FIS
-50.5%
+76.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -23.7% | +16.8% | -3.6% |
| 7D | -5.5% | -18.4% | +12.9% | -2.6% |
| 30D | +17.5% | -11.4% | +28.8% | +20.8% |
| 3M | +1.6% | -32.0% | +33.6% | +5.2% |
| 6M | +16.3% | -35.6% | +51.9% | +19.9% |
| YTD | +25.3% | -53.8% | +79.0% | +25.3% |
| 1Y | +25.9% | -51.1% | +76.9% | +29.8% |
| All | +25.9% | -50.5% | +76.4% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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