+189.0%
LMT vs FIS
-39.9%
+228.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | -0.5% | -8.9% | +8.4% | +1.3% |
| 30D | -10.8% | -9.9% | -0.9% | -9.0% |
| 3M | +1.6% | 0.0% | +1.6% | +1.1% |
| 6M | -17.6% | -22.9% | +5.3% | -13.6% |
| YTD | +11.6% | -40.9% | +52.5% | +23.5% |
| 1Y | +17.2% | -40.4% | +57.7% | +29.3% |
| 3Y | +35.7% | -25.4% | +61.1% | +39.1% |
| 5Y | +75.2% | -64.8% | +140.0% | +117.3% |
| All | +189.0% | -39.9% | +228.9% | +212.5% |
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