+75.2%
LMT vs USFR
+20.4%
+54.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -10.8% | +0.3% | -11.1% | -11.0% |
| 3M | +1.6% | +1.0% | +0.6% | +1.0% |
| 6M | -17.6% | +1.9% | -19.5% | -18.5% |
| YTD | +11.6% | +2.7% | +8.9% | +9.7% |
| 1Y | +17.2% | +4.0% | +13.2% | +14.2% |
| 3Y | +35.7% | +14.1% | +21.7% | +30.0% |
| 5Y | +75.2% | +20.5% | +54.7% | +62.7% |
| All | +75.2% | +20.4% | +54.8% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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