+1,052.7%
LMT vs HBM
+649.7%
+403.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -1.3% | +5.5% | -6.9% | -1.7% |
| 30D | -12.5% | +3.3% | -15.8% | -12.8% |
| 3M | -0.5% | +12.7% | -13.1% | -1.7% |
| 6M | -20.0% | +28.2% | -48.2% | -22.2% |
| YTD | +10.4% | +45.3% | -34.9% | +6.1% |
| 1Y | +17.7% | +121.7% | -104.0% | +9.2% |
| 3Y | +34.3% | +523.5% | -489.2% | +12.5% |
| 5Y | +71.8% | +393.9% | -322.1% | +42.9% |
| 10Y | +187.0% | +647.9% | -460.9% | +110.9% |
| All | +1,052.7% | +649.7% | +403.0% | +608.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling