+188.9%
LMT vs HAS
+53.3%
+135.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.4% |
| 7D | -1.5% | -3.1% | +1.6% | -1.1% |
| 30D | -8.2% | -2.7% | -5.5% | -7.9% |
| 3M | +3.7% | +8.9% | -5.2% | +2.1% |
| 6M | -19.2% | -2.9% | -16.3% | -19.2% |
| YTD | +12.9% | +12.6% | +0.2% | +9.8% |
| 1Y | +19.8% | +17.5% | +2.3% | +15.5% |
| 3Y | +37.3% | +46.2% | -8.9% | +25.3% |
| 5Y | +74.4% | +12.6% | +61.8% | +65.7% |
| 10Y | +188.9% | +55.7% | +133.2% | +143.9% |
| All | +188.9% | +53.3% | +135.6% | +143.9% |
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