+73.6%
LMT vs BROS
+35.1%
+38.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.1% |
| 7D | -0.2% | -5.8% | +5.5% | -0.2% |
| 30D | -13.1% | -14.0% | +0.9% | -13.0% |
| 3M | -3.9% | -32.5% | +28.6% | -3.8% |
| 6M | -18.3% | -14.9% | -3.4% | -18.3% |
| YTD | +10.3% | -28.3% | +38.6% | +10.4% |
| 1Y | +14.2% | -34.0% | +48.2% | +14.4% |
| 3Y | +35.0% | +63.0% | -28.0% | +32.3% |
| All | +73.6% | +35.1% | +38.6% | +71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling