+45.1%
LMT vs FIX
+503.5%
-458.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -1.3% |
| 7D | +5.1% | +9.4% | -4.3% | +4.9% |
| 30D | +14.1% | -27.8% | +41.9% | +14.5% |
| 3M | +0.3% | -35.6% | +35.8% | +0.7% |
| 6M | +16.1% | -45.2% | +61.3% | +16.7% |
| YTD | +25.5% | +19.5% | +6.0% | +23.5% |
| 1Y | +34.1% | +24.2% | +9.9% | +31.9% |
| 3Y | +45.1% | +494.2% | -449.1% | +39.1% |
| All | +45.1% | +503.5% | -458.4% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling