+12,638.2%
LMT vs B
+753.6%
+11,884.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +3.5% |
| 7D | -8.5% | +11.3% | -19.9% | -9.1% |
| 30D | +15.4% | +2.9% | +12.5% | +15.1% |
| 3M | +0.7% | -2.9% | +3.5% | +0.6% |
| 6M | +17.6% | -1.2% | +18.8% | +17.2% |
| YTD | +23.8% | -1.3% | +25.1% | +23.1% |
| 1Y | +31.6% | +30.4% | +1.2% | +28.7% |
| 3Y | +44.0% | +195.3% | -151.3% | +33.3% |
| 5Y | +98.8% | +146.2% | -47.4% | +85.1% |
| 10Y | +202.1% | +200.5% | +1.7% | +173.9% |
| All | +12,638.2% | +753.6% | +11,884.6% | +10,791.5% |
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 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