+75.2%
LMT vs FIVN
-82.6%
+157.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | -0.5% | -11.3% | +10.8% | -0.6% |
| 30D | -10.8% | -7.3% | -3.5% | -10.8% |
| 3M | +1.6% | +41.7% | -40.1% | +1.9% |
| 6M | -17.6% | +78.3% | -95.8% | -17.3% |
| YTD | +11.6% | +50.9% | -39.3% | +11.9% |
| 1Y | +17.2% | +19.7% | -2.4% | +17.7% |
| 3Y | +35.7% | -55.7% | +91.5% | +35.8% |
| 5Y | +75.2% | -82.6% | +157.8% | +73.2% |
| All | +75.2% | -82.6% | +157.8% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 5y: compounded portfolio wealth divided by compounded FIVN 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…
5y analysis · Full analysis span regression · 6 months rolling