+185.8%
LMT vs FTI
+305.3%
-119.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | -0.2% | -4.4% | +4.2% | +0.3% |
| 30D | -13.1% | +1.5% | -14.6% | -13.3% |
| 3M | -3.9% | +8.2% | -12.1% | -5.0% |
| 6M | -18.3% | +18.8% | -37.1% | -20.3% |
| YTD | +10.3% | +71.7% | -61.3% | +2.6% |
| 1Y | +14.2% | +90.0% | -75.8% | +4.7% |
| 3Y | +35.0% | +270.5% | -235.5% | +11.5% |
| 5Y | +73.2% | +1,084.5% | -1,011.3% | +18.5% |
| All | +185.8% | +305.3% | -119.5% | +106.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling