+35.1%
LMT vs BB
+66.7%
-31.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.2% |
| 7D | -1.3% | +1.8% | -3.2% | -1.3% |
| 30D | -12.5% | -12.2% | -0.3% | -12.6% |
| 3M | -0.5% | -12.3% | +11.9% | -0.7% |
| 6M | -20.0% | +122.7% | -142.7% | -19.1% |
| YTD | +10.4% | +104.5% | -94.1% | +11.6% |
| 1Y | +17.7% | +106.7% | -89.0% | +19.1% |
| All | +35.1% | +66.7% | -31.6% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling