+17.9%
LMT vs FND
-36.4%
+54.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.2% | -1.5% |
| 7D | -6.3% | -5.2% | -1.0% | -6.0% |
| 30D | -8.5% | -19.9% | +11.4% | -7.7% |
| 3M | +1.8% | +2.7% | -0.9% | +1.3% |
| 6M | -19.9% | -21.7% | +1.7% | -19.5% |
| YTD | +10.6% | -17.5% | +28.1% | +11.0% |
| 1Y | +17.9% | -39.3% | +57.2% | +21.3% |
| All | +17.9% | -36.4% | +54.3% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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