+202.1%
LMT vs FN
+837.6%
-635.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.9% | -8.1% | +3.2% |
| 7D | -8.5% | +16.3% | -24.8% | -9.2% |
| 30D | +15.4% | -24.7% | +40.2% | +16.6% |
| 3M | +0.7% | -34.9% | +35.6% | +2.1% |
| 6M | +17.6% | -41.1% | +58.7% | +19.3% |
| YTD | +23.8% | -19.6% | +43.4% | +22.5% |
| 1Y | +31.6% | -18.5% | +50.2% | +30.0% |
| 3Y | +44.0% | +119.1% | -75.1% | +29.1% |
| 5Y | +98.8% | +206.9% | -108.1% | +68.9% |
| 10Y | +202.1% | +826.4% | -624.3% | +124.6% |
| All | +202.1% | +837.6% | -635.4% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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