+73.0%
LMT vs BDX
-2.2%
+75.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -0.2% | -3.2% | +3.0% | +0.4% |
| 30D | -13.1% | -2.5% | -10.5% | -12.7% |
| 3M | -3.9% | +21.4% | -25.3% | -7.6% |
| 6M | -18.3% | +10.4% | -28.7% | -20.1% |
| YTD | +10.3% | +18.8% | -8.5% | +6.1% |
| 1Y | +14.2% | +21.7% | -7.5% | +9.3% |
| 3Y | +35.0% | -10.0% | +44.9% | +37.9% |
| All | +73.0% | -2.2% | +75.3% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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