+41.0%
LMT vs BIYA
-99.9%
+140.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +5.1% | +9.0% | -3.9% | +5.1% |
| 30D | +14.1% | -12.9% | +27.1% | +14.1% |
| 3M | +0.3% | -54.7% | +55.0% | +0.3% |
| 6M | +16.1% | -85.1% | +101.2% | +15.9% |
| YTD | +25.5% | -96.9% | +122.3% | +25.4% |
| 1Y | +34.1% | -98.5% | +132.7% | +33.5% |
| All | +41.0% | -99.9% | +140.9% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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