+187.0%
LMT vs B
+200.3%
-13.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.3% |
| 7D | -1.3% | +1.0% | -2.4% | -1.4% |
| 30D | -12.5% | +9.5% | -22.0% | -13.2% |
| 3M | -0.5% | +14.3% | -14.8% | -1.7% |
| 6M | -20.0% | -1.9% | -18.1% | -20.3% |
| YTD | +10.4% | +4.1% | +6.3% | +9.3% |
| 1Y | +17.7% | +56.1% | -38.4% | +12.5% |
| 3Y | +34.3% | +202.0% | -167.7% | +21.0% |
| 5Y | +71.8% | +158.8% | -87.0% | +55.8% |
| 10Y | +187.0% | +211.9% | -24.9% | +156.5% |
| All | +187.0% | +200.3% | -13.3% | +156.5% |
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