+89.7%
LMT vs FN
+170.4%
-80.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.7% | -13.2% | -1.5% |
| 7D | -11.0% | 0.0% | -10.9% | -10.9% |
| 30D | +13.6% | -34.3% | +47.9% | +13.6% |
| 3M | -2.1% | -39.9% | +37.8% | -2.1% |
| 6M | +11.7% | -51.8% | +63.5% | +11.8% |
| YTD | +19.4% | -28.1% | +47.5% | +18.8% |
| 1Y | +24.1% | -29.1% | +53.1% | +23.5% |
| 3Y | +36.2% | +102.4% | -66.3% | +32.6% |
| All | +89.7% | +170.4% | -80.7% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling