+5,652.7%
LMT vs FLEX
+7,523.3%
-1,870.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.6% |
| 7D | -6.3% | -0.9% | -5.4% | -6.2% |
| 30D | -8.5% | -10.1% | +1.7% | -7.8% |
| 3M | +1.8% | -31.3% | +33.2% | +4.3% |
| 6M | -19.9% | +71.3% | -91.2% | -24.6% |
| YTD | +10.6% | +81.2% | -70.7% | +3.6% |
| 1Y | +17.9% | +98.5% | -80.5% | +9.5% |
| 3Y | +27.0% | +428.2% | -401.3% | +7.1% |
| 5Y | +68.7% | +657.3% | -588.6% | +36.7% |
| 10Y | +181.1% | +995.9% | -814.8% | +113.9% |
| All | +5,652.7% | +7,523.3% | -1,870.6% | +3,460.3% |
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 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