+75.2%
LMT vs BTI
+116.2%
-41.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -0.5% | -2.0% | +1.5% | -0.2% |
| 30D | -10.8% | -3.4% | -7.3% | -10.3% |
| 3M | +1.6% | -9.0% | +10.6% | +2.7% |
| 6M | -17.6% | -5.0% | -12.5% | -17.3% |
| YTD | +11.6% | -0.3% | +11.9% | +10.8% |
| 1Y | +17.2% | +3.1% | +14.1% | +15.6% |
| 3Y | +35.7% | +111.0% | -75.2% | +15.6% |
| 5Y | +75.2% | +117.0% | -41.8% | +46.4% |
| All | +75.2% | +116.2% | -41.0% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling