-12.4%
LMT vs FPS
+22.4%
-34.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.0% | -10.1% | -1.2% |
| 7D | -0.2% | +1.5% | -1.7% | -0.2% |
| 30D | -13.1% | -16.9% | +3.8% | -13.1% |
| 3M | -3.9% | -45.3% | +41.5% | -4.3% |
| 6M | -18.3% | -10.3% | -7.9% | -20.1% |
| All | -12.4% | +22.4% | -34.8% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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