+25.9%
LMT vs BAH
+6.2%
+19.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.5% | -8.4% | -7.2% |
| 7D | -5.5% | +5.8% | -11.3% | -6.7% |
| 30D | +17.5% | +28.7% | -11.2% | +11.6% |
| 3M | +1.6% | +20.9% | -19.3% | -2.4% |
| 6M | +16.3% | +15.2% | +1.1% | +11.9% |
| YTD | +25.3% | +7.1% | +18.2% | +20.7% |
| 1Y | +25.9% | +6.4% | +19.5% | +21.6% |
| All | +25.9% | +6.2% | +19.7% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling