+54.6%
LMT vs AUR
-35.0%
+89.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -1.3% | +11.1% | -12.4% | -1.3% |
| 30D | -12.5% | -6.9% | -5.6% | -12.5% |
| 3M | -0.5% | +5.5% | -6.0% | -0.5% |
| 6M | -20.0% | +41.0% | -61.0% | -20.1% |
| YTD | +10.4% | +69.3% | -58.9% | +10.3% |
| 1Y | +17.7% | +14.0% | +3.7% | +17.5% |
| 3Y | +34.3% | +90.1% | -55.8% | +34.3% |
| 5Y | +71.8% | -34.4% | +106.2% | +65.9% |
| All | +54.6% | -35.0% | +89.6% | +50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling