+45.1%
LMT vs FIVE
+40.0%
+5.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +5.1% | +2.7% | +2.5% | +5.1% |
| 30D | +14.1% | +12.7% | +1.5% | +14.1% |
| 3M | +0.3% | +2.1% | -1.8% | +0.2% |
| 6M | +16.1% | +17.5% | -1.4% | +16.0% |
| YTD | +25.5% | +31.0% | -5.5% | +25.4% |
| 1Y | +34.1% | +67.7% | -33.6% | +34.4% |
| 3Y | +45.1% | +43.4% | +1.7% | +48.1% |
| All | +45.1% | +40.0% | +5.1% | +48.1% |
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 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