+34.1%
LMT vs BTSG
+421.3%
-387.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.0% | -0.9% | +1.9% |
| 7D | -1.5% | +5.7% | -7.3% | -1.8% |
| 30D | -8.2% | +0.2% | -8.5% | -8.3% |
| 3M | +3.7% | +5.6% | -1.9% | +3.2% |
| 6M | -19.2% | +50.8% | -70.0% | -21.1% |
| YTD | +12.9% | +67.0% | -54.2% | +9.6% |
| 1Y | +19.8% | +145.5% | -125.7% | +13.9% |
| All | +34.1% | +421.3% | -387.2% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling