+14.2%
LMT vs BP
+40.7%
-26.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | -0.2% | +5.2% | -5.4% | -0.8% |
| 30D | -13.1% | +8.7% | -21.8% | -14.0% |
| 3M | -3.9% | +9.3% | -13.2% | -5.1% |
| 6M | -18.3% | +13.6% | -31.8% | -19.9% |
| YTD | +10.3% | +37.7% | -27.3% | +4.6% |
| 1Y | +14.2% | +40.6% | -26.4% | +8.1% |
| All | +14.2% | +40.7% | -26.5% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling