+75.2%
LMT vs HBM
+336.0%
-260.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.5% | +8.6% | +1.3% |
| 7D | -0.5% | -3.7% | +3.2% | -0.4% |
| 30D | -10.8% | -3.7% | -7.1% | -10.7% |
| 3M | +1.6% | +8.0% | -6.4% | +1.2% |
| 6M | -17.6% | +15.8% | -33.3% | -18.4% |
| YTD | +11.6% | +34.4% | -22.8% | +9.6% |
| 1Y | +17.2% | +98.2% | -80.9% | +13.2% |
| 3Y | +35.7% | +476.6% | -440.8% | +22.8% |
| 5Y | +75.2% | +331.1% | -255.9% | +57.5% |
| All | +75.2% | +336.0% | -260.8% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling