+17.2%
LMT vs BAH
-24.1%
+41.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.8% | -3.7% | +0.2% |
| 7D | -0.5% | +2.4% | -3.0% | -1.0% |
| 30D | -10.8% | -2.9% | -7.8% | -10.3% |
| 3M | +1.6% | -1.3% | +2.9% | +1.3% |
| 6M | -17.6% | -0.9% | -16.7% | -17.9% |
| YTD | +11.6% | -8.2% | +19.8% | +11.9% |
| 1Y | +17.2% | -24.0% | +41.2% | +20.2% |
| All | +17.2% | -24.1% | +41.3% | +20.2% |
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