+206.5%
LMT vs FN
+850.1%
-643.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.9% | -4.7% | +0.9% |
| 7D | +2.5% | +8.0% | -5.5% | +2.1% |
| 30D | +19.2% | -19.1% | +38.3% | +20.0% |
| 3M | +2.7% | -29.8% | +32.5% | +3.8% |
| 6M | +20.6% | -43.2% | +63.8% | +22.6% |
| YTD | +28.4% | -18.9% | +47.4% | +27.0% |
| 1Y | +36.9% | -17.9% | +54.8% | +35.1% |
| 3Y | +48.5% | +120.1% | -71.6% | +33.1% |
| 5Y | +107.6% | +206.7% | -99.1% | +76.4% |
| 10Y | +206.5% | +804.7% | -598.2% | +126.9% |
| All | +206.5% | +850.1% | -643.6% | +126.9% |
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