+6,427.6%
LMT vs FLEX
+5,119.6%
+1,308.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -1.0% |
| 7D | +5.1% | +7.5% | -2.3% | +4.5% |
| 30D | +14.1% | -25.3% | +39.4% | +16.3% |
| 3M | +0.3% | -39.7% | +40.0% | +3.6% |
| 6M | +16.1% | -47.9% | +64.0% | +20.6% |
| YTD | +25.5% | +24.1% | +1.4% | +20.4% |
| 1Y | +34.1% | +26.0% | +8.2% | +28.4% |
| 3Y | +45.1% | +282.7% | -237.6% | +24.8% |
| 5Y | +100.9% | +424.2% | -323.3% | +66.7% |
| 10Y | +199.4% | +613.8% | -414.3% | +134.2% |
| All | +6,427.6% | +5,119.6% | +1,308.0% | +4,036.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling