-10.6%
BITO vs LMT
+61.2%
-71.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | +21.4% | -13.1% | +34.5% | +22.5% |
| 3M | +20.5% | -3.9% | +24.4% | +20.5% |
| 6M | +7.4% | -18.3% | +25.6% | +9.2% |
| YTD | -13.9% | +10.3% | -24.2% | -15.3% |
| 1Y | -35.1% | +14.2% | -49.3% | -36.4% |
| 3Y | +156.8% | +35.0% | +121.8% | +144.0% |
| All | -10.6% | +61.2% | -71.7% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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