+25.9%
LMT vs FTI
+57.1%
-31.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.4% | -3.5% | -6.6% |
| 7D | -5.5% | -9.7% | +4.2% | -4.9% |
| 30D | +17.5% | -8.2% | +25.6% | +17.9% |
| 3M | +1.6% | -7.8% | +9.4% | +1.6% |
| 6M | +16.3% | -13.4% | +29.7% | +16.8% |
| YTD | +25.3% | +45.1% | -19.8% | +16.3% |
| 1Y | +25.9% | +54.6% | -28.7% | +18.7% |
| All | +25.9% | +57.1% | -31.2% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling