+3,202.9%
LMT vs FLR
+609.6%
+2,593.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.0% |
| 7D | -1.5% | +0.7% | -2.2% | -1.6% |
| 30D | -8.2% | -0.7% | -7.6% | -8.3% |
| 3M | +3.7% | +14.3% | -10.6% | +1.4% |
| 6M | -19.2% | +25.6% | -44.8% | -22.3% |
| YTD | +12.9% | +42.9% | -30.0% | +6.5% |
| 1Y | +19.8% | +38.7% | -18.9% | +13.0% |
| 3Y | +37.3% | +61.8% | -24.5% | +22.5% |
| 5Y | +74.4% | +254.1% | -179.7% | +36.3% |
| 10Y | +188.9% | +20.0% | +168.9% | +144.7% |
| All | +3,202.9% | +609.6% | +2,593.3% | +1,684.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling