+185.9%
LMT vs BAH
+192.9%
-7.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -1.3% | -1.3% | 0.0% | -0.9% |
| 30D | -12.5% | -6.6% | -5.9% | -10.6% |
| 3M | -0.5% | -7.2% | +6.7% | +1.5% |
| 6M | -20.0% | -10.0% | -10.0% | -18.1% |
| YTD | +10.4% | -12.5% | +22.9% | +12.9% |
| 1Y | +17.7% | -27.9% | +45.6% | +28.0% |
| 3Y | +34.3% | -31.4% | +65.7% | +39.5% |
| 5Y | +71.8% | -3.2% | +75.0% | +50.0% |
| All | +185.9% | +192.9% | -7.0% | +70.3% |
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