-17.6%
LMT vs FLNC
-39.2%
+21.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.3% | +1.0% |
| 7D | -0.5% | -5.0% | +4.5% | -0.6% |
| 30D | -10.8% | -26.1% | +15.3% | -11.3% |
| 3M | +1.6% | -55.2% | +56.8% | +0.1% |
| 6M | -17.6% | -42.6% | +25.0% | -18.0% |
| All | -17.6% | -39.2% | +21.7% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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