+1,139.3%
LMT vs BAH
+886.2%
+253.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.0% |
| 7D | -6.3% | -3.2% | -3.0% | -5.4% |
| 30D | -8.5% | +2.0% | -10.5% | -9.1% |
| 3M | +1.8% | -7.6% | +9.5% | +3.7% |
| 6M | -19.9% | -5.7% | -14.3% | -19.3% |
| YTD | +10.6% | -11.7% | +22.3% | +12.6% |
| 1Y | +17.9% | -27.4% | +45.3% | +26.2% |
| 3Y | +27.0% | -32.5% | +59.5% | +33.8% |
| 5Y | +68.7% | -3.3% | +72.0% | +57.2% |
| 10Y | +181.1% | +186.0% | -4.9% | +105.1% |
| All | +1,139.3% | +886.2% | +253.1% | +595.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling