+36.5%
LMT vs BTDR
+0.6%
+35.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.5% | +7.6% | +1.0% |
| 7D | -0.5% | -3.2% | +2.7% | -0.6% |
| 30D | -10.8% | +32.7% | -43.4% | -10.5% |
| 3M | +1.6% | -28.4% | +30.0% | +1.5% |
| 6M | -17.6% | +51.7% | -69.3% | -17.0% |
| YTD | +11.6% | +2.9% | +8.7% | +12.0% |
| 1Y | +17.2% | -15.5% | +32.7% | +17.9% |
| All | +36.5% | +0.6% | +35.9% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling