+190.4%
LMT vs BB
+21.8%
+168.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.2% |
| 7D | +5.1% | +1.8% | +3.3% | +5.0% |
| 30D | +14.1% | +8.1% | +6.0% | +13.6% |
| 3M | +0.3% | -1.0% | +1.3% | +0.1% |
| 6M | +16.1% | +45.9% | -29.8% | +13.3% |
| YTD | +25.5% | +134.8% | -109.4% | +19.6% |
| 1Y | +34.1% | +104.6% | -70.5% | +28.6% |
| 3Y | +45.1% | +152.8% | -107.8% | +35.1% |
| 5Y | +100.9% | -17.4% | +118.4% | +97.7% |
| All | +190.4% | +21.8% | +168.6% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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