+77.3%
LMT vs FRSH
-72.6%
+149.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | -0.5% | -11.2% | +10.6% | -0.6% |
| 30D | -10.8% | -0.8% | -9.9% | -10.8% |
| 3M | +1.6% | +26.4% | -24.8% | +1.7% |
| 6M | -17.6% | +48.4% | -65.9% | -17.5% |
| YTD | +11.6% | -3.1% | +14.7% | +11.7% |
| 1Y | +17.2% | -8.7% | +25.9% | +17.3% |
| 3Y | +35.7% | -45.8% | +81.5% | +36.0% |
| All | +77.3% | -72.6% | +149.9% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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