+190.4%
LMT vs FIS
-53.2%
+243.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.2% | -5.5% | -2.2% |
| 7D | +5.1% | +2.8% | +2.3% | +4.4% |
| 30D | +14.1% | -16.7% | +30.9% | +17.9% |
| 3M | +0.3% | -32.3% | +32.6% | +7.9% |
| 6M | +16.1% | -29.1% | +45.2% | +23.2% |
| YTD | +25.5% | -54.1% | +79.6% | +45.6% |
| 1Y | +34.1% | -53.7% | +87.8% | +55.2% |
| 3Y | +45.1% | -38.8% | +83.9% | +54.0% |
| 5Y | +100.9% | -71.1% | +172.0% | +156.0% |
| All | +190.4% | -53.2% | +243.6% | +218.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling