+75.6%
LMT vs BROS
+33.7%
+42.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.1% |
| 7D | -0.5% | -6.1% | +5.5% | -0.5% |
| 30D | -10.8% | -12.4% | +1.6% | -10.8% |
| 3M | +1.6% | -27.9% | +29.5% | +1.6% |
| 6M | -17.6% | -16.8% | -0.8% | -17.6% |
| YTD | +11.6% | -29.0% | +40.6% | +11.7% |
| 1Y | +17.2% | -33.2% | +50.4% | +17.4% |
| 3Y | +35.7% | +56.8% | -21.0% | +33.1% |
| All | +75.6% | +33.7% | +42.0% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling