+185.8%
LMT vs BTG
+159.3%
+26.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | -0.2% | -3.8% | +3.5% | 0.0% |
| 30D | -13.1% | +3.6% | -16.7% | -13.3% |
| 3M | -3.9% | +32.0% | -35.9% | -5.3% |
| 6M | -18.3% | +3.4% | -21.6% | -18.8% |
| YTD | +10.3% | +20.8% | -10.4% | +8.5% |
| 1Y | +14.2% | +22.4% | -8.2% | +12.1% |
| 3Y | +35.0% | +91.7% | -56.7% | +28.5% |
| 5Y | +73.2% | +79.0% | -5.8% | +64.7% |
| All | +185.8% | +159.3% | +26.5% | +166.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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