+401.6%
LMT vs USFR
+27.5%
+374.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | -6.3% | +0.1% | -6.3% | -6.3% |
| 30D | -8.5% | +0.3% | -8.8% | -8.5% |
| 3M | +1.8% | +1.0% | +0.8% | +1.7% |
| 6M | -19.9% | +1.9% | -21.9% | -20.2% |
| YTD | +10.6% | +2.6% | +8.0% | +10.1% |
| 1Y | +17.9% | +4.0% | +13.9% | +17.2% |
| 3Y | +27.0% | +14.1% | +12.9% | +24.5% |
| 5Y | +68.7% | +20.4% | +48.3% | +64.2% |
| 10Y | +181.1% | +28.0% | +153.1% | +173.3% |
| All | +401.6% | +27.5% | +374.0% | +381.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling