+17.9%
LMT vs FTI
+108.8%
-90.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -6.3% | +5.3% | -11.5% | -6.8% |
| 30D | -8.5% | +15.3% | -23.8% | -9.9% |
| 3M | +1.8% | +15.8% | -13.9% | +0.1% |
| 6M | -19.9% | +22.6% | -42.5% | -21.5% |
| YTD | +10.6% | +79.5% | -69.0% | +4.4% |
| 1Y | +17.9% | +102.0% | -84.1% | +10.7% |
| All | +17.9% | +108.8% | -90.8% | +10.7% |
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