+181.7%
LMT vs FTV
+89.3%
+92.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.8% | +2.3% |
| 7D | -1.5% | -0.4% | -1.1% | -1.4% |
| 30D | -8.2% | -8.3% | +0.1% | -6.2% |
| 3M | +3.7% | -7.4% | +11.1% | +5.7% |
| 6M | -19.2% | -1.2% | -18.0% | -19.2% |
| YTD | +12.9% | +2.7% | +10.2% | +11.0% |
| 1Y | +19.8% | +18.4% | +1.4% | +13.0% |
| 3Y | +37.3% | -2.0% | +39.3% | +34.0% |
| 5Y | +74.4% | +3.4% | +71.0% | +64.2% |
| 10Y | +188.9% | +78.5% | +110.4% | +133.5% |
| All | +181.7% | +89.3% | +92.3% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FTV 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling