+25.9%
LMT vs FIX
+14.3%
+11.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -15.1% | +8.2% | -6.7% |
| 7D | -5.5% | -18.9% | +13.4% | -5.4% |
| 30D | +17.5% | -36.3% | +53.7% | +17.4% |
| 3M | +1.6% | -38.5% | +40.1% | +1.5% |
| 6M | +16.3% | -42.3% | +58.6% | +15.6% |
| YTD | +25.3% | +17.1% | +8.2% | +19.5% |
| 1Y | +25.9% | +14.4% | +11.5% | +19.9% |
| All | +25.9% | +14.3% | +11.6% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling