+185.8%
LMT vs FTV
+80.7%
+105.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -0.2% | -4.0% | +3.7% | +0.8% |
| 30D | -13.1% | -11.0% | -2.0% | -10.4% |
| 3M | -3.9% | -8.4% | +4.5% | -1.8% |
| 6M | -18.3% | -2.6% | -15.7% | -18.0% |
| YTD | +10.3% | -0.6% | +11.0% | +9.4% |
| 1Y | +14.2% | +11.0% | +3.3% | +9.7% |
| 3Y | +35.0% | -6.3% | +41.3% | +33.4% |
| 5Y | +73.2% | -1.5% | +74.8% | +65.5% |
| All | +185.8% | +80.7% | +105.1% | +136.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling