+185.8%
LMT vs BRO
+294.2%
-108.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -0.2% | -7.3% | +7.1% | +2.5% |
| 30D | -13.1% | -6.9% | -6.2% | -11.0% |
| 3M | -3.9% | +10.7% | -14.5% | -8.2% |
| 6M | -18.3% | -2.7% | -15.6% | -18.3% |
| YTD | +10.3% | -16.3% | +26.7% | +16.3% |
| 1Y | +14.2% | -29.1% | +43.3% | +28.3% |
| 3Y | +35.0% | -7.8% | +42.8% | +33.5% |
| 5Y | +73.2% | +18.7% | +54.5% | +45.7% |
| All | +185.8% | +294.2% | -108.4% | +42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling