+148.3%
LMT vs FND
+56.5%
+91.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | -0.2% | -5.8% | +5.5% | +0.4% |
| 30D | -13.1% | -20.2% | +7.1% | -11.1% |
| 3M | -3.9% | -12.0% | +8.1% | -3.0% |
| 6M | -18.3% | -18.5% | +0.2% | -17.1% |
| YTD | +10.3% | -22.3% | +32.6% | +12.2% |
| 1Y | +14.2% | -47.6% | +61.9% | +21.0% |
| 3Y | +35.0% | -49.8% | +84.7% | +40.3% |
| 5Y | +73.2% | -63.0% | +136.2% | +83.1% |
| All | +148.3% | +56.5% | +91.8% | +104.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling