+71.8%
LMT vs FIS
-66.7%
+138.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -2.0% |
| 7D | -1.3% | -9.1% | +7.7% | -0.9% |
| 30D | -12.5% | -10.4% | -2.1% | -12.0% |
| 3M | -0.5% | -3.7% | +3.2% | -0.4% |
| 6M | -20.0% | -24.8% | +4.7% | -19.0% |
| YTD | +10.4% | -41.6% | +52.0% | +13.3% |
| 1Y | +17.7% | -42.7% | +60.5% | +20.9% |
| 3Y | +34.3% | -26.2% | +60.5% | +36.4% |
| 5Y | +71.8% | -66.1% | +137.9% | +84.7% |
| All | +71.8% | -66.7% | +138.5% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling