+75.2%
LMT vs BAX
-67.5%
+142.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +1.9% | +1.1% |
| 7D | -0.5% | -5.4% | +4.9% | -0.1% |
| 30D | -10.8% | -12.4% | +1.6% | -9.9% |
| 3M | +1.6% | +19.1% | -17.5% | +0.2% |
| 6M | -17.6% | +38.6% | -56.2% | -19.7% |
| YTD | +11.6% | +26.7% | -15.1% | +8.9% |
| 1Y | +17.2% | +1.0% | +16.2% | +16.4% |
| 3Y | +35.7% | -33.9% | +69.6% | +38.4% |
| 5Y | +75.2% | -67.0% | +142.2% | +86.4% |
| All | +75.2% | -67.5% | +142.7% | +86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling