+71.8%
LMT vs BP
+141.6%
-69.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.4% |
| 7D | -1.3% | +4.0% | -5.3% | -1.9% |
| 30D | -12.5% | +7.8% | -20.3% | -13.5% |
| 3M | -0.5% | +8.4% | -8.8% | -1.8% |
| 6M | -20.0% | +15.1% | -35.1% | -22.0% |
| YTD | +10.4% | +36.4% | -26.0% | +4.9% |
| 1Y | +17.7% | +40.9% | -23.2% | +11.1% |
| 3Y | +34.3% | +38.8% | -4.6% | +26.1% |
| 5Y | +71.8% | +141.1% | -69.3% | +45.3% |
| All | +71.8% | +141.6% | -69.8% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling