+16.1%
LMT vs FLEX
-47.8%
+63.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -1.4% |
| 7D | +5.1% | +7.5% | -2.3% | +5.2% |
| 30D | +14.1% | -25.3% | +39.4% | +12.9% |
| 3M | +0.3% | -39.7% | +40.0% | -1.7% |
| 6M | +16.1% | -47.9% | +64.0% | +11.3% |
| All | +16.1% | -47.8% | +63.9% | +11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling