+36.5%
LMT vs FTI
+264.2%
-227.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +3.9% | +1.3% |
| 7D | -0.5% | -5.6% | +5.1% | -0.1% |
| 30D | -10.8% | +0.4% | -11.2% | -10.8% |
| 3M | +1.6% | +8.1% | -6.5% | +0.8% |
| 6M | -17.6% | +16.7% | -34.3% | -18.8% |
| YTD | +11.6% | +70.0% | -58.4% | +6.7% |
| 1Y | +17.2% | +85.4% | -68.2% | +11.3% |
| All | +36.5% | +264.2% | -227.7% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling