+780.3%
LMT vs BTG
+385.9%
+394.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.8% | -2.2% |
| 7D | -1.3% | +2.4% | -3.7% | -1.4% |
| 30D | -12.5% | +9.5% | -22.0% | -12.8% |
| 3M | -0.5% | +38.5% | -39.0% | -1.4% |
| 6M | -20.0% | +5.6% | -25.7% | -20.4% |
| YTD | +10.4% | +23.9% | -13.5% | +9.3% |
| 1Y | +17.7% | +32.1% | -14.4% | +16.3% |
| 3Y | +34.3% | +103.2% | -68.9% | +30.6% |
| 5Y | +71.8% | +79.7% | -7.9% | +67.2% |
| 10Y | +187.0% | +159.1% | +27.9% | +175.0% |
| All | +780.3% | +385.9% | +394.4% | +732.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling