+11,258.0%
LMT vs BDX
+5,237.1%
+6,020.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.4% |
| 7D | -1.3% | -3.6% | +2.2% | -0.5% |
| 30D | -12.5% | +0.7% | -13.2% | -12.7% |
| 3M | -0.5% | +19.0% | -19.4% | -4.9% |
| 6M | -20.0% | +10.8% | -30.8% | -22.4% |
| YTD | +10.4% | +20.1% | -9.7% | +4.8% |
| 1Y | +17.7% | +23.1% | -5.4% | +10.9% |
| 3Y | +34.3% | -8.8% | +43.1% | +34.4% |
| 5Y | +71.8% | -1.4% | +73.2% | +67.2% |
| 10Y | +187.0% | +60.5% | +126.5% | +143.9% |
| All | +11,258.0% | +5,237.1% | +6,020.9% | +4,253.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling