+35.0%
LMT vs BNY
+287.0%
-252.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | -0.2% | -1.3% | +1.1% | 0.0% |
| 30D | -13.1% | -0.2% | -12.9% | -13.1% |
| 3M | -3.9% | +14.9% | -18.8% | -5.9% |
| 6M | -18.3% | +40.0% | -58.2% | -22.1% |
| YTD | +10.3% | +42.0% | -31.6% | +4.8% |
| 1Y | +14.2% | +56.9% | -42.6% | +7.0% |
| 3Y | +35.0% | +289.9% | -254.9% | +14.4% |
| All | +35.0% | +287.0% | -252.0% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 3y: compounded portfolio wealth divided by compounded BNY 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…
3y analysis · Full analysis span regression · 6 months rolling