+190.4%
LMT vs BAH
+198.8%
-8.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.3% |
| 7D | +5.1% | +1.7% | +3.4% | +4.6% |
| 30D | +14.1% | +20.8% | -6.7% | +7.3% |
| 3M | +0.3% | +11.6% | -11.3% | -3.5% |
| 6M | +16.1% | +23.1% | -7.0% | +7.5% |
| YTD | +25.5% | +5.3% | +20.2% | +20.6% |
| 1Y | +34.1% | +6.1% | +28.0% | +28.2% |
| 3Y | +45.1% | -27.5% | +72.6% | +50.3% |
| 5Y | +100.9% | +6.2% | +94.8% | +72.3% |
| All | +190.4% | +198.8% | -8.4% | +80.3% |
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 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