+17.9%
LMT vs B
+70.0%
-52.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.4% |
| 7D | -6.3% | -1.6% | -4.7% | -6.2% |
| 30D | -8.5% | +9.4% | -17.9% | -8.8% |
| 3M | +1.8% | +5.0% | -3.2% | +1.4% |
| 6M | -19.9% | -3.5% | -16.4% | -20.3% |
| YTD | +10.6% | +4.5% | +6.1% | +9.5% |
| 1Y | +17.9% | +67.8% | -49.8% | +16.7% |
| All | +17.9% | +70.0% | -52.0% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling