+44.0%
LMT vs FIVE
+42.1%
+1.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.6% | -1.9% | +3.7% |
| 7D | -8.5% | +6.2% | -14.7% | -8.6% |
| 30D | +15.4% | +18.2% | -2.8% | +15.3% |
| 3M | +0.7% | +3.8% | -3.2% | +0.6% |
| 6M | +17.6% | +13.7% | +3.9% | +17.5% |
| YTD | +23.8% | +34.7% | -10.9% | +23.7% |
| 1Y | +31.6% | +66.6% | -35.0% | +31.9% |
| 3Y | +44.0% | +44.3% | -0.3% | +47.4% |
| All | +44.0% | +42.1% | +1.9% | +47.4% |
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