+185.8%
LMT vs FLR
+19.7%
+166.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.2% |
| 7D | -0.2% | -3.5% | +3.3% | 0.0% |
| 30D | -13.1% | +4.2% | -17.2% | -13.4% |
| 3M | -3.9% | +8.1% | -11.9% | -4.7% |
| 6M | -18.3% | +21.5% | -39.8% | -19.8% |
| YTD | +10.3% | +36.8% | -26.4% | +7.3% |
| 1Y | +14.2% | +31.2% | -17.0% | +11.1% |
| 3Y | +35.0% | +53.9% | -18.9% | +27.2% |
| 5Y | +73.2% | +243.0% | -169.8% | +52.1% |
| All | +185.8% | +19.7% | +166.1% | +186.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling