+2,486.2%
LMT vs BG
+1,181.2%
+1,305.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -1.3% | +0.5% | -1.9% | -1.4% |
| 30D | -12.5% | +10.3% | -22.8% | -14.1% |
| 3M | -0.5% | -1.9% | +1.4% | -0.4% |
| 6M | -20.0% | +5.2% | -25.3% | -21.2% |
| YTD | +10.4% | +41.2% | -30.8% | +3.3% |
| 1Y | +17.7% | +50.5% | -32.8% | +8.5% |
| 3Y | +34.3% | +19.9% | +14.4% | +27.4% |
| 5Y | +71.8% | +86.7% | -14.9% | +48.6% |
| 10Y | +187.0% | +167.5% | +19.5% | +123.1% |
| All | +2,486.2% | +1,181.2% | +1,305.0% | +1,725.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling