+45.1%
LMT vs FLEX
+281.5%
-236.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -1.3% |
| 7D | +5.1% | +7.5% | -2.3% | +5.0% |
| 30D | +14.1% | -25.3% | +39.4% | +14.2% |
| 3M | +0.3% | -39.7% | +40.0% | +0.5% |
| 6M | +16.1% | -47.9% | +64.0% | +16.2% |
| YTD | +25.5% | +24.1% | +1.4% | +22.5% |
| 1Y | +34.1% | +26.0% | +8.2% | +31.0% |
| 3Y | +45.1% | +282.7% | -237.6% | +43.7% |
| All | +45.1% | +281.5% | -236.4% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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