+185.8%
LMT vs BTI
+73.8%
+112.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | -13.1% | -1.1% | -12.0% | -12.8% |
| 3M | -3.9% | -8.8% | +4.9% | -1.8% |
| 6M | -18.3% | -4.0% | -14.3% | -18.0% |
| YTD | +10.3% | +0.4% | +10.0% | +9.1% |
| 1Y | +14.2% | +1.9% | +12.3% | +12.2% |
| 3Y | +35.0% | +108.5% | -73.5% | +5.0% |
| 5Y | +73.2% | +118.5% | -45.3% | +30.4% |
| All | +185.8% | +73.8% | +112.0% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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