+2,674.0%
LMT vs FTI
+2,117.5%
+556.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.4% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -8.2% | +12.3% | -20.6% | -9.9% |
| 3M | +3.7% | +13.8% | -10.0% | +1.5% |
| 6M | -19.2% | +24.3% | -43.5% | -22.2% |
| YTD | +12.9% | +75.8% | -62.9% | +3.0% |
| 1Y | +19.8% | +99.6% | -79.8% | +7.0% |
| 3Y | +37.3% | +278.4% | -241.2% | +8.6% |
| 5Y | +74.4% | +1,168.7% | -1,094.3% | +9.5% |
| 10Y | +188.9% | +297.5% | -108.6% | +98.2% |
| All | +2,674.0% | +2,117.5% | +556.5% | +1,259.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling