+2,982.2%
LMT vs FIS
+238.5%
+2,743.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.2% | -5.5% | -2.3% |
| 7D | +5.1% | +2.8% | +2.3% | +4.3% |
| 30D | +14.1% | -16.7% | +30.9% | +18.1% |
| 3M | +0.3% | -32.3% | +32.6% | +8.5% |
| 6M | +16.1% | -29.1% | +45.2% | +23.7% |
| YTD | +25.5% | -54.1% | +79.6% | +46.7% |
| 1Y | +34.1% | -53.7% | +87.8% | +56.4% |
| 3Y | +45.1% | -38.8% | +83.9% | +55.7% |
| 5Y | +100.9% | -71.1% | +172.0% | +148.5% |
| 10Y | +199.4% | -53.1% | +252.5% | +225.8% |
| All | +2,982.2% | +238.5% | +2,743.7% | +2,200.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling