+2,616.3%
LMT vs FIS
+374.5%
+2,241.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -6.3% | +1.1% | -7.4% | -6.5% |
| 30D | -8.5% | -2.2% | -6.3% | -8.2% |
| 3M | +1.8% | +2.1% | -0.3% | +0.9% |
| 6M | -19.9% | -14.7% | -5.3% | -17.6% |
| YTD | +10.6% | -35.7% | +46.3% | +20.9% |
| 1Y | +17.9% | -37.1% | +55.0% | +29.3% |
| 3Y | +27.0% | -20.0% | +47.0% | +29.3% |
| 5Y | +68.7% | -62.1% | +130.8% | +98.2% |
| 10Y | +181.1% | -37.4% | +218.5% | +189.1% |
| All | +2,616.3% | +374.5% | +2,241.7% | +1,795.6% |
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