+11,275.8%
LMT vs HAS
+3,598.5%
+7,677.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | -6.3% | -1.8% | -4.5% | -6.0% |
| 30D | -8.5% | +2.3% | -10.8% | -8.8% |
| 3M | +1.8% | +10.4% | -8.5% | +0.4% |
| 6M | -19.9% | -3.2% | -16.7% | -20.0% |
| YTD | +10.6% | +15.4% | -4.8% | +7.9% |
| 1Y | +17.9% | +18.8% | -0.9% | +14.5% |
| 3Y | +27.0% | +43.9% | -17.0% | +18.4% |
| 5Y | +68.7% | +13.9% | +54.8% | +60.1% |
| 10Y | +181.1% | +56.4% | +124.7% | +148.1% |
| All | +11,275.8% | +3,598.5% | +7,677.3% | +7,918.1% |
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 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