+35.1%
LMT vs HDB
-30.2%
+65.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.1% |
| 7D | -1.3% | -4.9% | +3.5% | -1.3% |
| 30D | -12.5% | -5.8% | -6.7% | -12.4% |
| 3M | -0.5% | -5.2% | +4.7% | -0.5% |
| 6M | -20.0% | -25.7% | +5.7% | -19.7% |
| YTD | +10.4% | -39.6% | +50.0% | +11.2% |
| 1Y | +17.7% | -36.9% | +54.6% | +18.4% |
| All | +35.1% | -30.2% | +65.3% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 3y: compounded portfolio wealth divided by compounded HDB 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…
3y analysis · Full analysis span regression · 6 months rolling