+17.9%
LMT vs BAH
-28.2%
+46.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.2% |
| 7D | -6.3% | -3.2% | -3.0% | -5.7% |
| 30D | -8.5% | +2.0% | -10.5% | -8.8% |
| 3M | +1.8% | -7.6% | +9.5% | +2.6% |
| 6M | -19.9% | -5.7% | -14.3% | -19.6% |
| YTD | +10.6% | -11.7% | +22.3% | +11.6% |
| 1Y | +17.9% | -27.4% | +45.3% | +21.3% |
| All | +17.9% | -28.2% | +46.2% | +21.3% |
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