+19.8%
LMT vs FIVE
+65.4%
-45.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.3% | +2.0% |
| 7D | -1.5% | +3.7% | -5.2% | -1.7% |
| 30D | -8.2% | +4.0% | -12.2% | -8.5% |
| 3M | +3.7% | +36.2% | -32.5% | +1.5% |
| 6M | -19.2% | +18.0% | -37.2% | -20.1% |
| YTD | +12.9% | +34.9% | -22.0% | +9.4% |
| 1Y | +19.8% | +67.9% | -48.1% | +15.1% |
| All | +19.8% | +65.4% | -45.6% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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