+17.9%
LMT vs BROS
-35.3%
+53.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.4% |
| 7D | -6.3% | -6.7% | +0.4% | -6.6% |
| 30D | -8.5% | -29.1% | +20.6% | -10.1% |
| 3M | +1.8% | -16.7% | +18.5% | +1.3% |
| 6M | -19.9% | -11.6% | -8.3% | -19.6% |
| YTD | +10.6% | -23.9% | +34.5% | +9.7% |
| 1Y | +17.9% | -34.8% | +52.7% | +17.8% |
| All | +17.9% | -35.3% | +53.3% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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