+74.4%
LMT vs BIL
+19.4%
+55.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.0% |
| 7D | -1.5% | +0.1% | -1.6% | -1.7% |
| 30D | -8.2% | +0.3% | -8.5% | -8.8% |
| 3M | +3.7% | +0.9% | +2.8% | +2.0% |
| 6M | -19.2% | +1.8% | -21.0% | -22.0% |
| YTD | +12.9% | +2.5% | +10.4% | +7.4% |
| 1Y | +19.8% | +3.7% | +16.1% | +11.1% |
| 3Y | +37.3% | +14.1% | +23.2% | +21.1% |
| 5Y | +74.4% | +19.4% | +55.0% | +54.4% |
| All | +74.4% | +19.4% | +55.0% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling