+36.2%
LMT vs HAS
+181.4%
-145.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.6% |
| 7D | -11.0% | -0.2% | -10.8% | -11.0% |
| 30D | +13.6% | +31.0% | -17.4% | +12.9% |
| 3M | -2.1% | +30.7% | -32.8% | -2.7% |
| 6M | +11.7% | +23.9% | -12.2% | +11.2% |
| YTD | +19.4% | +48.3% | -28.9% | +17.6% |
| 1Y | +24.1% | +60.2% | -36.2% | +21.7% |
| 3Y | +36.2% | +189.2% | -153.1% | +27.6% |
| All | +36.2% | +181.4% | -145.3% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling