+25.9%
LMT vs BRO
-3.6%
+29.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +4.5% | -11.3% | -7.3% |
| 7D | -5.5% | +12.4% | -18.0% | -6.9% |
| 30D | +17.5% | +21.6% | -4.1% | +15.0% |
| 3M | +1.6% | +4.3% | -2.7% | +0.8% |
| 6M | +16.3% | +29.2% | -12.9% | +12.8% |
| YTD | +25.3% | -6.4% | +31.6% | +22.8% |
| 1Y | +25.9% | -5.3% | +31.2% | +23.3% |
| All | +25.9% | -3.6% | +29.5% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling