+25.9%
LMT vs BTDR
-69.9%
+95.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.6% | -1.2% | -7.0% |
| 7D | -5.5% | -17.6% | +12.0% | -5.8% |
| 30D | +17.5% | -40.3% | +57.7% | +17.0% |
| 3M | +1.6% | -42.6% | +44.2% | +1.3% |
| 6M | +16.3% | -46.3% | +62.6% | +15.2% |
| YTD | +25.3% | -41.7% | +67.0% | +24.6% |
| 1Y | +25.9% | -69.4% | +95.3% | +23.8% |
| All | +25.9% | -69.9% | +95.7% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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