+153.9%
LMT vs FND
+58.4%
+95.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.6% | +6.7% | +2.5% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | -8.2% | -23.6% | +15.3% | -5.7% |
| 3M | +3.7% | +4.3% | -0.6% | +2.8% |
| 6M | -19.2% | -20.3% | +1.1% | -17.8% |
| YTD | +12.9% | -21.3% | +34.2% | +14.6% |
| 1Y | +19.8% | -45.4% | +65.2% | +26.3% |
| 3Y | +37.3% | -48.9% | +86.1% | +42.4% |
| 5Y | +74.4% | -61.0% | +135.4% | +82.7% |
| All | +153.9% | +58.4% | +95.5% | +108.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling