+19.8%
LMT vs BOXX
+18.5%
+1.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -13.1% | +0.3% | -13.4% | -13.1% |
| 3M | -3.9% | +1.0% | -4.9% | -3.8% |
| 6M | -18.3% | +1.9% | -20.2% | -17.8% |
| YTD | +10.3% | +2.7% | +7.7% | +11.6% |
| 1Y | +14.2% | +4.0% | +10.2% | +17.4% |
| 3Y | +35.0% | +14.7% | +20.3% | +54.7% |
| All | +19.8% | +18.5% | +1.4% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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