+185.8%
LMT vs FISV
+3.1%
+182.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.4% | -6.5% | -2.1% |
| 7D | -0.2% | -2.7% | +2.5% | +0.2% |
| 30D | -13.1% | 0.0% | -13.1% | -13.2% |
| 3M | -3.9% | -2.8% | -1.1% | -3.8% |
| 6M | -18.3% | -11.8% | -6.4% | -16.9% |
| YTD | +10.3% | -23.2% | +33.6% | +14.8% |
| 1Y | +14.2% | -62.0% | +76.2% | +33.4% |
| 3Y | +35.0% | -57.6% | +92.6% | +43.3% |
| 5Y | +73.2% | -53.4% | +126.6% | +73.3% |
| All | +185.8% | +3.1% | +182.7% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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