+202.1%
LMT vs HAS
+106.1%
+96.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.5% |
| 7D | -8.5% | +2.2% | -10.7% | -8.9% |
| 30D | +15.4% | +29.6% | -14.2% | +10.9% |
| 3M | +0.7% | +30.3% | -29.6% | -3.4% |
| 6M | +17.6% | +25.6% | -8.0% | +13.2% |
| YTD | +23.8% | +50.8% | -27.0% | +15.2% |
| 1Y | +31.6% | +63.0% | -31.4% | +20.8% |
| 3Y | +44.0% | +211.6% | -167.6% | +15.1% |
| 5Y | +98.8% | +50.4% | +48.4% | +81.1% |
| 10Y | +202.1% | +101.9% | +100.3% | +139.7% |
| All | +202.1% | +106.1% | +96.1% | +139.7% |
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