+31.1%
LMT vs BTSG
+389.4%
-358.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.2% |
| 7D | -0.2% | -3.3% | +3.1% | -0.1% |
| 30D | -13.1% | -1.6% | -11.5% | -13.0% |
| 3M | -3.9% | -6.9% | +3.0% | -3.9% |
| 6M | -18.3% | +42.1% | -60.4% | -20.0% |
| YTD | +10.3% | +56.8% | -46.5% | +7.4% |
| 1Y | +14.2% | +109.8% | -95.6% | +9.5% |
| All | +31.1% | +389.4% | -358.3% | +20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling