+205.2%
LMT vs B
+184.6%
+20.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.1% | +8.6% | +2.9% |
| 7D | -5.6% | +7.1% | -12.7% | -6.1% |
| 30D | +18.4% | -3.3% | +21.7% | +18.5% |
| 3M | +0.6% | -2.5% | +3.1% | +0.5% |
| 6M | +20.6% | -7.2% | +27.8% | +20.6% |
| YTD | +27.0% | -7.4% | +34.3% | +26.5% |
| 1Y | +36.9% | +16.4% | +20.4% | +33.8% |
| 3Y | +46.9% | +178.7% | -131.9% | +32.7% |
| 5Y | +104.2% | +121.7% | -17.5% | +86.6% |
| 10Y | +205.2% | +208.6% | -3.4% | +174.9% |
| All | +205.2% | +184.6% | +20.6% | +174.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling