+14.2%
LMT vs FITB
+24.3%
-10.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.1% |
| 7D | -0.2% | -0.3% | +0.1% | -0.2% |
| 30D | -13.1% | -5.7% | -7.4% | -12.8% |
| 3M | -3.9% | +3.2% | -7.0% | -3.8% |
| 6M | -18.3% | +23.4% | -41.7% | -17.9% |
| YTD | +10.3% | +18.8% | -8.5% | +9.2% |
| 1Y | +14.2% | +25.0% | -10.7% | +12.2% |
| All | +14.2% | +24.3% | -10.1% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling