+205.2%
LMT vs FIX
+3,723.8%
-3,518.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.6% |
| 7D | -5.6% | -13.9% | +8.3% | -3.9% |
| 30D | +18.4% | -35.5% | +53.9% | +24.7% |
| 3M | +0.6% | -33.9% | +34.5% | +5.3% |
| 6M | +20.6% | -43.3% | +63.9% | +27.9% |
| YTD | +27.0% | +18.7% | +8.3% | +19.2% |
| 1Y | +36.9% | +13.8% | +23.1% | +28.9% |
| 3Y | +46.9% | +495.0% | -448.1% | -5.4% |
| 5Y | +104.2% | +1,049.0% | -944.8% | +8.5% |
| 10Y | +205.2% | +3,644.4% | -3,439.2% | +19.7% |
| All | +205.2% | +3,723.8% | -3,518.6% | +19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling