+151.8%
HYG vs LMT
+859.5%
-707.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.6% |
| 7D | -0.7% | -0.5% | -0.2% | -0.7% |
| 30D | -0.6% | -10.8% | +10.2% | +1.2% |
| 3M | +0.4% | +1.6% | -1.2% | -0.1% |
| 6M | +1.2% | -17.6% | +18.8% | +4.1% |
| YTD | +1.5% | +11.6% | -10.1% | -1.1% |
| 1Y | +3.2% | +17.2% | -14.1% | -0.3% |
| 3Y | +25.9% | +35.7% | -9.8% | +17.2% |
| 5Y | +18.6% | +75.2% | -56.6% | +3.7% |
| 10Y | +55.8% | +190.1% | -134.3% | +20.1% |
| All | +151.8% | +859.5% | -707.7% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling