+48.5%
LMT vs FIS
-37.3%
+85.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.7% | -5.6% | +0.3% |
| 7D | +2.5% | +1.5% | +1.0% | +2.3% |
| 30D | +19.2% | -11.8% | +31.0% | +21.4% |
| 3M | +2.7% | -28.5% | +31.2% | +6.2% |
| 6M | +20.6% | -27.0% | +47.6% | +24.2% |
| YTD | +28.4% | -53.1% | +81.5% | +37.2% |
| 1Y | +36.9% | -52.8% | +89.7% | +46.2% |
| All | +48.5% | -37.3% | +85.8% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling