+190.4%
LMT vs B
+216.6%
-26.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.3% |
| 7D | +5.1% | -7.3% | +12.4% | +5.6% |
| 30D | +14.1% | -3.3% | +17.5% | +14.2% |
| 3M | +0.3% | -7.8% | +8.0% | +0.5% |
| 6M | +16.1% | -15.5% | +31.6% | +16.9% |
| YTD | +25.5% | -12.3% | +37.7% | +25.4% |
| 1Y | +34.1% | +5.4% | +28.8% | +32.0% |
| 3Y | +45.1% | +165.5% | -120.5% | +31.3% |
| 5Y | +100.9% | +107.0% | -6.1% | +84.2% |
| All | +190.4% | +216.6% | -26.2% | +160.2% |
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