+14.2%
LMT vs BG
+53.0%
-38.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.9% |
| 7D | -0.2% | +3.1% | -3.3% | -0.5% |
| 30D | -13.1% | +10.2% | -23.3% | -14.0% |
| 3M | -3.9% | -1.7% | -2.2% | -3.9% |
| 6M | -18.3% | +1.0% | -19.2% | -18.7% |
| YTD | +10.3% | +39.9% | -29.6% | +6.4% |
| 1Y | +14.2% | +53.2% | -39.0% | +11.0% |
| All | +14.2% | +53.0% | -38.7% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling