+25.9%
LMT vs BTSG
+111.7%
-85.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.1% | -6.8% | -6.9% |
| 7D | -5.5% | +17.4% | -22.9% | -5.3% |
| 30D | +17.5% | +12.6% | +4.9% | +17.7% |
| 3M | +1.6% | +11.2% | -9.6% | +1.7% |
| 6M | +16.3% | +30.4% | -14.1% | +15.7% |
| YTD | +25.3% | +86.4% | -61.1% | +24.5% |
| 1Y | +25.9% | +117.9% | -92.1% | +29.0% |
| All | +25.9% | +111.7% | -85.8% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling