+185.8%
LMT vs BAX
-38.1%
+223.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | -0.2% | -7.9% | +7.7% | +1.4% |
| 30D | -13.1% | -11.7% | -1.4% | -10.9% |
| 3M | -3.9% | +16.2% | -20.1% | -7.3% |
| 6M | -18.3% | +32.0% | -50.2% | -23.5% |
| YTD | +10.3% | +24.7% | -14.4% | +3.4% |
| 1Y | +14.2% | -2.6% | +16.9% | +12.8% |
| 3Y | +35.0% | -35.0% | +70.0% | +43.3% |
| 5Y | +73.2% | -67.6% | +140.8% | +131.5% |
| All | +185.8% | -38.1% | +223.9% | +250.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling