+189.0%
LMT vs BN
+263.5%
-74.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | -0.5% | -5.9% | +5.3% | +1.0% |
| 30D | -10.8% | -15.1% | +4.3% | -7.0% |
| 3M | +1.6% | -14.6% | +16.2% | +5.7% |
| 6M | -17.6% | -8.4% | -9.1% | -16.1% |
| YTD | +11.6% | -16.8% | +28.4% | +16.1% |
| 1Y | +17.2% | -14.4% | +31.6% | +20.7% |
| 3Y | +35.7% | +70.1% | -34.4% | +10.8% |
| 5Y | +75.2% | +33.5% | +41.7% | +49.6% |
| All | +189.0% | +263.5% | -74.5% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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