+1,007.6%
LMT vs FN
+3,620.5%
-2,612.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.6% | -1.6% |
| 7D | -6.3% | -1.7% | -4.6% | -6.2% |
| 30D | -8.5% | -22.0% | +13.5% | -7.4% |
| 3M | +1.8% | -43.0% | +44.8% | +4.5% |
| 6M | -19.9% | -27.7% | +7.8% | -19.5% |
| YTD | +10.6% | -10.5% | +21.1% | +9.4% |
| 1Y | +17.9% | +12.5% | +5.5% | +14.6% |
| 3Y | +27.0% | +153.8% | -126.8% | +13.5% |
| 5Y | +68.7% | +288.0% | -219.3% | +43.1% |
| 10Y | +181.1% | +906.4% | -725.3% | +115.4% |
| All | +1,007.6% | +3,620.5% | -2,612.9% | +681.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling