+35.6%
LMT vs FN
-21.9%
+57.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -1.0% |
| 7D | +4.8% | +20.8% | -15.9% | +5.0% |
| 30D | +19.9% | -17.3% | +37.1% | +19.8% |
| 3M | +0.2% | -38.1% | +38.3% | 0.0% |
| 6M | +17.4% | -44.2% | +61.7% | +17.1% |
| YTD | +27.2% | -22.3% | +49.4% | +23.3% |
| 1Y | +35.6% | -20.9% | +56.5% | +30.7% |
| All | +35.6% | -21.9% | +57.5% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling