+33.6%
LMT vs FIVE
+56.0%
-22.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.1% | -6.5% | -1.5% |
| 7D | -6.3% | +4.3% | -10.5% | -6.3% |
| 30D | -8.5% | +12.5% | -21.0% | -8.6% |
| 3M | +1.8% | +31.2% | -29.4% | +1.7% |
| 6M | -19.9% | +14.4% | -34.3% | -20.0% |
| YTD | +10.6% | +33.9% | -23.3% | +10.4% |
| 1Y | +17.9% | +65.1% | -47.1% | +17.9% |
| All | +33.6% | +56.0% | -22.4% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling