+112.0%
LMT vs FOXA
+86.3%
+25.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.8% |
| 7D | -1.3% | -5.4% | +4.1% | -0.4% |
| 30D | -12.5% | +1.1% | -13.6% | -12.8% |
| 3M | -0.5% | -6.1% | +5.7% | +0.2% |
| 6M | -20.0% | +8.2% | -28.3% | -21.7% |
| YTD | +10.4% | -11.8% | +22.2% | +12.1% |
| 1Y | +17.7% | +9.9% | +7.8% | +14.5% |
| 3Y | +34.3% | +110.7% | -76.5% | +12.8% |
| 5Y | +71.8% | +86.9% | -15.1% | +45.1% |
| All | +112.0% | +86.3% | +25.7% | +61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling