+33.1%
KRE vs LMT
+73.4%
-40.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | -3.9% | -10.8% | +6.9% | -2.4% |
| 3M | +3.6% | +1.6% | +2.0% | +3.2% |
| 6M | +15.4% | -17.6% | +32.9% | +18.5% |
| YTD | +15.2% | +11.6% | +3.6% | +12.2% |
| 1Y | +16.5% | +17.2% | -0.8% | +12.5% |
| 3Y | +85.2% | +35.7% | +49.4% | +70.6% |
| 5Y | +33.1% | +75.2% | -42.1% | +6.1% |
| All | +33.1% | +73.4% | -40.3% | +6.1% |
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