+33.5%
LMT vs FIX
+14.0%
+19.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.4% | -5.7% | +3.4% |
| 7D | -8.5% | -7.2% | -1.3% | -8.3% |
| 30D | +15.4% | -35.1% | +50.5% | +15.4% |
| 3M | +0.7% | -34.3% | +34.9% | +0.5% |
| 6M | +17.6% | -42.9% | +60.5% | +17.1% |
| YTD | +23.8% | +19.5% | +4.4% | +17.5% |
| All | +33.5% | +14.0% | +19.4% | +26.6% |
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