+194.3%
LMT vs HAS
+99.1%
+95.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | -0.7% |
| 7D | +4.8% | +1.6% | +3.2% | +4.6% |
| 30D | +19.9% | +26.6% | -6.8% | +15.6% |
| 3M | +0.2% | +29.0% | -28.8% | -3.7% |
| 6M | +17.4% | +30.6% | -13.1% | +12.4% |
| YTD | +27.2% | +51.5% | -24.4% | +18.3% |
| 1Y | +35.6% | +58.5% | -22.9% | +25.1% |
| 3Y | +47.1% | +214.1% | -167.0% | +17.5% |
| 5Y | +103.7% | +50.2% | +53.4% | +85.7% |
| All | +194.3% | +99.1% | +95.2% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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