+35.0%
LMT vs FISV
-57.6%
+92.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.4% | -6.5% | -1.2% |
| 7D | -0.2% | -2.7% | +2.5% | -0.1% |
| 30D | -13.1% | 0.0% | -13.1% | -13.1% |
| 3M | -3.9% | -2.8% | -1.1% | -3.9% |
| 6M | -18.3% | -11.8% | -6.4% | -18.1% |
| YTD | +10.3% | -23.2% | +33.6% | +10.7% |
| 1Y | +14.2% | -62.0% | +76.2% | +15.8% |
| 3Y | +35.0% | -57.6% | +92.6% | +40.2% |
| All | +35.0% | -57.6% | +92.6% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling