+89.7%
LMT vs FIX
+933.9%
-844.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.4% | -7.0% | -1.8% |
| 7D | -11.0% | -17.5% | +6.5% | -10.3% |
| 30D | +13.6% | -41.6% | +55.2% | +15.7% |
| 3M | -2.1% | -40.6% | +38.5% | -0.4% |
| 6M | +11.7% | -49.4% | +61.0% | +14.0% |
| YTD | +19.4% | +9.2% | +10.2% | +16.8% |
| 1Y | +24.1% | +6.5% | +17.6% | +21.5% |
| 3Y | +36.2% | +448.7% | -412.6% | +15.5% |
| All | +89.7% | +933.9% | -844.2% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling