+12,961.6%
LMT vs HAS
+4,769.2%
+8,192.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.4% |
| 7D | -5.6% | +3.3% | -8.9% | -6.0% |
| 30D | +18.4% | +30.5% | -12.2% | +14.3% |
| 3M | +0.6% | +29.9% | -29.3% | -2.8% |
| 6M | +20.6% | +26.5% | -6.0% | +16.6% |
| YTD | +27.0% | +51.9% | -25.0% | +19.5% |
| 1Y | +36.9% | +60.9% | -24.1% | +27.8% |
| 3Y | +46.9% | +215.0% | -168.1% | +23.6% |
| 5Y | +104.2% | +51.5% | +52.7% | +87.0% |
| 10Y | +205.2% | +102.2% | +103.0% | +160.6% |
| All | +12,961.6% | +4,769.2% | +8,192.3% | +8,781.3% |
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