+11,275.8%
LMT vs B
+803.7%
+10,472.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.3% |
| 7D | -6.3% | -1.6% | -4.7% | -6.2% |
| 30D | -8.5% | +9.4% | -17.9% | -9.1% |
| 3M | +1.8% | +5.0% | -3.2% | +1.3% |
| 6M | -19.9% | -3.5% | -16.4% | -20.1% |
| YTD | +10.6% | +4.5% | +6.1% | +9.7% |
| 1Y | +17.9% | +67.8% | -49.8% | +13.6% |
| 3Y | +27.0% | +196.7% | -169.7% | +17.6% |
| 5Y | +68.7% | +151.9% | -83.3% | +56.9% |
| 10Y | +181.1% | +202.2% | -21.1% | +154.8% |
| All | +11,275.8% | +803.7% | +10,472.1% | +9,607.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling