+12,181.0%
LMT vs HAS
+4,652.9%
+7,528.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.5% |
| 7D | -11.0% | -0.2% | -10.8% | -11.0% |
| 30D | +13.6% | +31.0% | -17.4% | +9.7% |
| 3M | -2.1% | +30.7% | -32.8% | -5.5% |
| 6M | +11.7% | +23.9% | -12.2% | +8.3% |
| YTD | +19.4% | +48.3% | -28.9% | +12.7% |
| 1Y | +24.1% | +60.2% | -36.2% | +15.9% |
| 3Y | +36.2% | +189.2% | -153.1% | +15.9% |
| 5Y | +90.7% | +50.4% | +40.3% | +74.7% |
| 10Y | +212.5% | +104.2% | +108.3% | +166.6% |
| All | +12,181.0% | +4,652.9% | +7,528.1% | +8,275.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling