+73.0%
LMT vs BBY
+1.5%
+71.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.2% |
| 7D | -0.2% | +0.6% | -0.8% | -0.2% |
| 30D | -13.1% | +9.4% | -22.5% | -13.4% |
| 3M | -3.9% | +19.3% | -23.2% | -4.7% |
| 6M | -18.3% | +47.9% | -66.2% | -19.8% |
| YTD | +10.3% | +39.6% | -29.2% | +8.5% |
| 1Y | +14.2% | +22.2% | -7.9% | +12.9% |
| 3Y | +35.0% | +45.0% | -10.0% | +30.0% |
| All | +73.0% | +1.5% | +71.5% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 5y: compounded portfolio wealth divided by compounded BBY 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…
5y analysis · Full analysis span regression · 6 months rolling