+371.3%
LMT vs FIVN
+292.8%
+78.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.1% | +8.2% | +2.3% |
| 7D | -1.5% | -8.2% | +6.7% | -1.3% |
| 30D | -8.2% | -8.1% | -0.1% | -8.0% |
| 3M | +3.7% | +34.9% | -31.2% | +2.4% |
| 6M | -19.2% | +72.6% | -91.8% | -21.2% |
| YTD | +12.9% | +55.8% | -42.9% | +10.3% |
| 1Y | +19.8% | +17.1% | +2.7% | +18.4% |
| 3Y | +37.3% | -54.3% | +91.6% | +40.0% |
| 5Y | +74.4% | -81.6% | +155.9% | +84.1% |
| 10Y | +188.9% | +109.2% | +79.7% | +153.8% |
| All | +371.3% | +292.8% | +78.5% | +303.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling