+190.4%
LMT vs FITB
+212.2%
-21.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.6% |
| 7D | +5.1% | +2.8% | +2.4% | +4.6% |
| 30D | +14.1% | +9.8% | +4.3% | +12.1% |
| 3M | +0.3% | -5.2% | +5.4% | +1.3% |
| 6M | +16.1% | +17.3% | -1.2% | +12.3% |
| YTD | +25.5% | +19.3% | +6.2% | +20.5% |
| 1Y | +34.1% | +32.7% | +1.4% | +26.0% |
| 3Y | +45.1% | +141.6% | -96.5% | +17.7% |
| 5Y | +100.9% | +48.9% | +52.1% | +76.4% |
| All | +190.4% | +212.2% | -21.8% | +98.3% |
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