+73.0%
LMT vs BR
+8.0%
+65.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -0.2% | -3.0% | +2.8% | +0.3% |
| 30D | -13.1% | -0.3% | -12.8% | -13.1% |
| 3M | -3.9% | +17.3% | -21.2% | -6.6% |
| 6M | -18.3% | -6.7% | -11.6% | -17.6% |
| YTD | +10.3% | -23.4% | +33.8% | +14.9% |
| 1Y | +14.2% | -32.7% | +46.9% | +21.7% |
| 3Y | +35.0% | -5.9% | +40.9% | +35.4% |
| All | +73.0% | +8.0% | +65.0% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling