+850.8%
LMT vs BND
+76.2%
+774.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -1.3% | -0.1% | -1.2% | -1.4% |
| 30D | -12.5% | -0.2% | -12.3% | -12.5% |
| 3M | -0.5% | -0.7% | +0.2% | -0.6% |
| 6M | -20.0% | -1.7% | -18.4% | -20.2% |
| YTD | +10.4% | -0.5% | +10.9% | +10.3% |
| 1Y | +17.7% | +0.4% | +17.4% | +17.8% |
| 3Y | +34.3% | +13.1% | +21.1% | +37.8% |
| 5Y | +71.8% | -2.1% | +73.9% | +67.6% |
| 10Y | +187.0% | +15.7% | +171.3% | +209.7% |
| All | +850.8% | +76.2% | +774.6% | +1,207.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 all: compounded portfolio wealth divided by compounded BND 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…
all analysis · Full analysis span regression · 6 months rolling