+2,594.0%
LMT vs BB
+258.8%
+2,335.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -6.3% | -5.6% | -0.6% | -6.0% |
| 30D | -8.5% | -11.8% | +3.3% | -8.1% |
| 3M | +1.8% | -25.5% | +27.4% | +2.7% |
| 6M | -19.9% | +121.3% | -141.2% | -23.0% |
| YTD | +10.6% | +103.2% | -92.6% | +6.6% |
| 1Y | +17.9% | +102.6% | -84.7% | +13.6% |
| 3Y | +27.0% | +37.5% | -10.5% | +22.4% |
| 5Y | +68.7% | -30.4% | +99.1% | +65.6% |
| 10Y | +181.1% | 0.0% | +181.1% | +158.7% |
| All | +2,594.0% | +258.8% | +2,335.2% | +2,435.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling