+852.2%
LMT vs BR
+1,281.7%
-429.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -1.3% | -5.0% | +3.7% | +0.2% |
| 30D | -12.5% | -2.5% | -10.1% | -12.0% |
| 3M | -0.5% | +13.5% | -13.9% | -4.7% |
| 6M | -20.0% | -9.4% | -10.6% | -18.2% |
| YTD | +10.4% | -23.3% | +33.7% | +18.6% |
| 1Y | +17.7% | -31.6% | +49.3% | +31.0% |
| 3Y | +34.3% | -5.1% | +39.3% | +32.9% |
| 5Y | +71.8% | +8.2% | +63.6% | +59.4% |
| 10Y | +187.0% | +189.8% | -2.9% | +86.7% |
| All | +852.2% | +1,281.7% | -429.5% | +243.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling