+74.4%
LMT vs B
+154.3%
-79.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.5% | +2.2% |
| 7D | -1.5% | +2.3% | -3.9% | -1.7% |
| 30D | -8.2% | +1.4% | -9.6% | -8.5% |
| 3M | +3.7% | +12.2% | -8.5% | +2.3% |
| 6M | -19.2% | -2.1% | -17.0% | -19.5% |
| YTD | +12.9% | +2.9% | +9.9% | +11.4% |
| 1Y | +19.8% | +55.3% | -35.5% | +12.5% |
| 3Y | +37.3% | +198.7% | -161.4% | +17.8% |
| 5Y | +74.4% | +153.8% | -79.4% | +54.0% |
| All | +74.4% | +154.3% | -79.9% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling