+19.8%
LMT vs FIX
+132.0%
-112.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +2.0% |
| 7D | -1.5% | +6.1% | -7.6% | -1.6% |
| 30D | -8.2% | -2.7% | -5.6% | -8.3% |
| 3M | +3.7% | -10.9% | +14.7% | +3.3% |
| 6M | -19.2% | +29.0% | -48.2% | -21.2% |
| YTD | +12.9% | +76.9% | -64.0% | +8.9% |
| 1Y | +19.8% | +130.7% | -110.9% | +13.0% |
| All | +19.8% | +132.0% | -112.2% | +13.0% |
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