+187.0%
LMT vs BIL
+25.2%
+161.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.3% | +0.1% | -1.4% | -1.5% |
| 30D | -12.5% | +0.3% | -12.8% | -13.0% |
| 3M | -0.5% | +0.9% | -1.4% | -2.1% |
| 6M | -20.0% | +1.8% | -21.8% | -22.7% |
| YTD | +10.4% | +2.5% | +7.9% | +5.3% |
| 1Y | +17.7% | +3.7% | +14.0% | +9.7% |
| 3Y | +34.3% | +14.1% | +20.2% | +9.7% |
| 5Y | +71.8% | +19.4% | +52.4% | +31.0% |
| 10Y | +187.0% | +25.2% | +161.8% | +119.6% |
| All | +187.0% | +25.2% | +161.8% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 10y: compounded portfolio wealth divided by compounded BIL 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…
10y analysis · Full analysis span regression · 6 months rolling