+73.0%
LMT vs FOXA
+93.7%
-20.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.2% |
| 7D | -0.2% | +0.8% | -1.0% | -0.3% |
| 30D | -13.1% | +5.0% | -18.1% | -13.5% |
| 3M | -3.9% | -3.0% | -0.8% | -3.8% |
| 6M | -18.3% | +14.8% | -33.0% | -19.5% |
| YTD | +10.3% | -8.9% | +19.3% | +11.0% |
| 1Y | +14.2% | +13.3% | +0.9% | +12.6% |
| 3Y | +35.0% | +115.4% | -80.4% | +23.5% |
| All | +73.0% | +93.7% | -20.6% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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