+75.2%
LMT vs FTV
-3.0%
+78.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.3% |
| 7D | -0.5% | -5.2% | +4.7% | 0.0% |
| 30D | -10.8% | -11.5% | +0.7% | -9.7% |
| 3M | +1.6% | -9.0% | +10.6% | +2.6% |
| 6M | -17.6% | -2.0% | -15.5% | -17.4% |
| YTD | +11.6% | -0.9% | +12.5% | +11.5% |
| 1Y | +17.2% | +14.8% | +2.4% | +15.1% |
| 3Y | +35.7% | -5.5% | +41.2% | +35.3% |
| 5Y | +75.2% | -1.9% | +77.1% | +69.5% |
| All | +75.2% | -3.0% | +78.2% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling