+12,808.2%
LMT vs BP
+1,406.2%
+11,402.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | +5.1% | +3.8% | +1.3% | +4.2% |
| 30D | +14.1% | -5.3% | +19.4% | +15.6% |
| 3M | +0.3% | +9.3% | -9.0% | -1.9% |
| 6M | +16.1% | +7.2% | +8.9% | +13.7% |
| YTD | +25.5% | +38.0% | -12.6% | +15.4% |
| 1Y | +34.1% | +33.2% | +0.9% | +24.3% |
| 3Y | +45.1% | +50.3% | -5.2% | +28.8% |
| 5Y | +100.9% | +114.1% | -13.1% | +60.4% |
| 10Y | +199.4% | +140.7% | +58.7% | +121.8% |
| All | +12,808.2% | +1,406.2% | +11,402.0% | +6,179.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling