+32.6%
LMT vs BTSG
+382.3%
-349.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.6% | +7.7% | +1.3% |
| 7D | -0.5% | -5.8% | +5.2% | -0.3% |
| 30D | -10.8% | 0.0% | -10.8% | -10.8% |
| 3M | +1.6% | -4.5% | +6.1% | +1.4% |
| 6M | -17.6% | +40.0% | -57.6% | -19.2% |
| YTD | +11.6% | +54.6% | -43.0% | +8.7% |
| 1Y | +17.2% | +106.1% | -88.9% | +12.4% |
| All | +32.6% | +382.3% | -349.7% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling