+190.4%
LMT vs BN
+290.8%
-100.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | +5.1% | -1.0% | +6.1% | +5.4% |
| 30D | +14.1% | +14.0% | +0.2% | +10.2% |
| 3M | +0.3% | -9.0% | +9.3% | +2.5% |
| 6M | +16.1% | -8.8% | +24.9% | +18.4% |
| YTD | +25.5% | -10.3% | +35.7% | +27.8% |
| 1Y | +34.1% | -5.8% | +39.9% | +34.8% |
| 3Y | +45.1% | +94.8% | -49.7% | +13.8% |
| 5Y | +100.9% | +31.5% | +69.5% | +74.9% |
| All | +190.4% | +290.8% | -100.4% | +68.1% |
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