+35.0%
LMT vs AUR
+84.2%
-49.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.1% |
| 7D | -0.2% | +1.4% | -1.6% | -0.2% |
| 30D | -13.1% | -6.4% | -6.7% | -13.1% |
| 3M | -3.9% | +7.7% | -11.6% | -3.8% |
| 6M | -18.3% | +44.5% | -62.8% | -18.2% |
| YTD | +10.3% | +67.4% | -57.1% | +10.6% |
| 1Y | +14.2% | +15.4% | -1.2% | +14.1% |
| 3Y | +35.0% | +94.8% | -59.9% | +45.0% |
| All | +35.0% | +84.2% | -49.3% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 3y: compounded portfolio wealth divided by compounded AUR 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…
3y analysis · Full analysis span regression · 6 months rolling