+7.8%
LMT vs FRMI
-78.1%
+85.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.2% | -1.1% |
| 7D | -0.2% | +7.4% | -7.6% | -0.3% |
| 30D | -13.1% | -27.6% | +14.6% | -12.9% |
| 3M | -3.9% | -20.9% | +17.0% | -3.9% |
| 6M | -18.3% | -36.6% | +18.3% | -18.0% |
| YTD | +10.3% | -31.3% | +41.6% | +10.4% |
| All | +7.8% | -78.1% | +85.9% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 3y: compounded portfolio wealth divided by compounded FRMI 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…
3y analysis · Full analysis span regression · 6 months rolling