+150.8%
KRE vs LMT
+1,232.7%
-1,081.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.1% |
| 7D | -1.4% | -0.5% | -0.9% | -1.2% |
| 30D | -3.9% | -10.8% | +6.9% | +2.0% |
| 3M | +3.6% | +1.6% | +2.0% | +1.4% |
| 6M | +15.4% | -17.6% | +32.9% | +26.2% |
| YTD | +15.2% | +11.6% | +3.6% | +5.2% |
| 1Y | +16.5% | +17.2% | -0.8% | +2.9% |
| 3Y | +85.2% | +35.7% | +49.4% | +43.0% |
| 5Y | +33.1% | +75.2% | -42.1% | -16.9% |
| 10Y | +123.1% | +190.1% | -67.0% | -4.5% |
| All | +150.8% | +1,232.7% | -1,081.9% | -61.1% |
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 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