+185.8%
LMT vs BR
+189.7%
-3.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -0.2% | -3.0% | +2.8% | +0.6% |
| 30D | -13.1% | -0.3% | -12.8% | -13.1% |
| 3M | -3.9% | +17.3% | -21.2% | -8.6% |
| 6M | -18.3% | -6.7% | -11.6% | -17.1% |
| YTD | +10.3% | -23.4% | +33.8% | +18.4% |
| 1Y | +14.2% | -32.7% | +46.9% | +27.5% |
| 3Y | +35.0% | -5.9% | +40.9% | +33.8% |
| 5Y | +73.2% | +8.4% | +64.8% | +60.4% |
| All | +185.8% | +189.7% | -3.9% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling