+42.9%
LMT vs BIYA
-99.9%
+142.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.0% |
| 7D | +4.8% | +10.0% | -5.2% | +4.9% |
| 30D | +19.9% | -17.7% | +37.5% | +19.8% |
| 3M | +0.2% | -55.0% | +55.2% | +0.2% |
| 6M | +17.4% | -85.1% | +102.6% | +17.2% |
| YTD | +27.2% | -96.9% | +124.0% | +27.1% |
| 1Y | +35.6% | -98.5% | +134.1% | +35.0% |
| All | +42.9% | -99.9% | +142.8% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling