+11,275.8%
LMT vs FITB
+2,855.6%
+8,420.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | -6.3% | +0.6% | -6.9% | -6.3% |
| 30D | -8.5% | -4.7% | -3.8% | -7.9% |
| 3M | +1.8% | +6.7% | -4.9% | +1.0% |
| 6M | -19.9% | +12.6% | -32.5% | -21.2% |
| YTD | +10.6% | +19.1% | -8.5% | +7.8% |
| 1Y | +17.9% | +22.6% | -4.7% | +14.4% |
| 3Y | +27.0% | +127.1% | -100.2% | +12.7% |
| 5Y | +68.7% | +71.8% | -3.1% | +52.8% |
| 10Y | +181.1% | +287.2% | -106.1% | +123.1% |
| All | +11,275.8% | +2,855.6% | +8,420.2% | +5,632.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling