+185.8%
LMT vs HBM
+619.2%
-433.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | -0.2% | -3.3% | +3.1% | 0.0% |
| 30D | -13.1% | -4.8% | -8.2% | -12.9% |
| 3M | -3.9% | -0.4% | -3.4% | -4.2% |
| 6M | -18.3% | +17.9% | -36.1% | -19.9% |
| YTD | +10.3% | +33.7% | -23.4% | +6.9% |
| 1Y | +14.2% | +95.6% | -81.4% | +7.4% |
| 3Y | +35.0% | +458.1% | -423.1% | +14.9% |
| 5Y | +73.2% | +329.0% | -255.8% | +46.7% |
| All | +185.8% | +619.2% | -433.4% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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