+35.1%
LMT vs BP
+37.6%
-2.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.4% |
| 7D | -1.3% | +4.0% | -5.3% | -1.8% |
| 30D | -12.5% | +7.8% | -20.3% | -13.3% |
| 3M | -0.5% | +8.4% | -8.8% | -1.6% |
| 6M | -20.0% | +15.1% | -35.1% | -21.7% |
| YTD | +10.4% | +36.4% | -26.0% | +5.7% |
| 1Y | +17.7% | +40.9% | -23.2% | +12.1% |
| All | +35.1% | +37.6% | -2.6% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling