+72.0%
LMT vs FIX
+2,061.9%
-1,990.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.5% |
| 7D | -6.3% | +6.0% | -12.3% | -6.5% |
| 30D | -8.5% | -7.2% | -1.3% | -8.3% |
| 3M | +1.8% | -15.9% | +17.7% | +2.2% |
| 6M | -19.9% | +12.7% | -32.7% | -21.1% |
| YTD | +10.6% | +72.8% | -62.2% | +6.5% |
| 1Y | +17.9% | +122.9% | -104.9% | +11.7% |
| 3Y | +27.0% | +774.3% | -747.4% | +5.4% |
| All | +72.0% | +2,061.9% | -1,990.0% | +21.5% |
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