+25.9%
LMT vs BAX
+46.0%
-20.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +4.0% | -10.8% | -7.0% |
| 7D | -5.5% | +4.1% | -9.6% | -5.7% |
| 30D | +17.5% | +9.4% | +8.0% | +16.9% |
| 3M | +1.6% | -6.5% | +8.1% | +1.9% |
| 6M | +16.3% | +59.6% | -43.3% | +14.4% |
| YTD | +25.3% | +38.9% | -13.6% | +21.6% |
| 1Y | +25.9% | +48.0% | -22.1% | +23.0% |
| All | +25.9% | +46.0% | -20.2% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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