+185.8%
LMT vs FITB
+290.8%
-105.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.2% |
| 7D | -0.2% | -0.3% | +0.1% | -0.2% |
| 30D | -13.1% | -5.7% | -7.4% | -12.1% |
| 3M | -3.9% | +3.2% | -7.0% | -4.5% |
| 6M | -18.3% | +23.4% | -41.7% | -21.8% |
| YTD | +10.3% | +18.8% | -8.5% | +6.0% |
| 1Y | +14.2% | +25.0% | -10.7% | +8.4% |
| 3Y | +35.0% | +131.2% | -96.2% | +10.1% |
| 5Y | +73.2% | +70.7% | +2.6% | +46.3% |
| All | +185.8% | +290.8% | -105.0% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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