+197.2%
LMT vs BAH
+199.0%
-1.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.8% | +1.3% |
| 7D | +2.5% | -1.6% | +4.1% | +3.0% |
| 30D | +19.2% | +18.0% | +1.2% | +12.9% |
| 3M | +2.7% | +11.4% | -8.7% | -1.2% |
| 6M | +20.6% | +17.7% | +2.9% | +13.3% |
| YTD | +28.4% | +5.4% | +23.1% | +23.4% |
| 1Y | +36.9% | +2.8% | +34.2% | +32.4% |
| 3Y | +48.5% | -26.7% | +75.2% | +53.1% |
| 5Y | +107.6% | +8.1% | +99.6% | +76.6% |
| All | +197.2% | +199.0% | -1.8% | +84.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling