+75.2%
LMT vs FND
-62.8%
+138.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.1% |
| 7D | -0.5% | -5.1% | +4.6% | -0.4% |
| 30D | -10.8% | -22.5% | +11.8% | -10.2% |
| 3M | +1.6% | -5.0% | +6.6% | +1.6% |
| 6M | -17.6% | -21.5% | +4.0% | -17.3% |
| YTD | +11.6% | -23.0% | +34.6% | +12.0% |
| 1Y | +17.2% | -44.9% | +62.1% | +18.5% |
| 3Y | +35.7% | -50.0% | +85.7% | +36.8% |
| 5Y | +75.2% | -63.3% | +138.5% | +77.6% |
| All | +75.2% | -62.8% | +138.0% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling