+2,957.0%
LMT vs BB
+314.8%
+2,642.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.5% |
| YTD | +25.5% | +134.8% | -109.4% | +20.0% |
| 1Y | +34.1% | +104.6% | -70.5% | +29.0% |
| 3Y | +45.1% | +152.8% | -107.8% | +36.1% |
| 5Y | +100.9% | -17.4% | +118.4% | +95.7% |
| 10Y | +199.4% | +22.4% | +177.0% | +172.8% |
| All | +2,957.0% | +314.8% | +2,642.2% | +2,753.4% |
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