+189.0%
LMT vs BB
-0.1%
+189.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.2% |
| 7D | -0.5% | -2.1% | +1.5% | -0.4% |
| 30D | -10.8% | -16.0% | +5.3% | -10.1% |
| 3M | +1.6% | -14.5% | +16.1% | +1.9% |
| 6M | -17.6% | +118.6% | -136.1% | -21.0% |
| YTD | +11.6% | +98.9% | -87.4% | +7.3% |
| 1Y | +17.2% | +99.5% | -82.2% | +12.6% |
| 3Y | +35.7% | +65.4% | -29.6% | +29.3% |
| 5Y | +75.2% | -27.6% | +102.8% | +73.2% |
| All | +189.0% | -0.1% | +189.2% | +146.0% |
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