+12,982.6%
LMT vs FITB
+2,827.5%
+10,155.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | +4.8% | +0.8% | +4.0% | +4.7% |
| 30D | +19.9% | +7.3% | +12.5% | +18.8% |
| 3M | +0.2% | -6.3% | +6.5% | +1.0% |
| 6M | +17.4% | +12.6% | +4.9% | +15.6% |
| YTD | +27.2% | +18.0% | +9.2% | +24.1% |
| 1Y | +35.6% | +28.9% | +6.7% | +30.8% |
| 3Y | +47.1% | +139.4% | -92.3% | +29.9% |
| 5Y | +103.7% | +47.2% | +56.4% | +88.2% |
| 10Y | +203.5% | +213.0% | -9.6% | +146.6% |
| All | +12,982.6% | +2,827.5% | +10,155.1% | +6,498.2% |
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 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