+75.2%
LMT vs HDB
-38.6%
+113.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.1% |
| 7D | -0.5% | -6.2% | +5.7% | -0.4% |
| 30D | -10.8% | -6.2% | -4.5% | -10.6% |
| 3M | +1.6% | -5.9% | +7.5% | +1.6% |
| 6M | -17.6% | -25.9% | +8.4% | -17.0% |
| YTD | +11.6% | -40.2% | +51.8% | +12.9% |
| 1Y | +17.2% | -38.0% | +55.2% | +18.5% |
| 3Y | +35.7% | -30.5% | +66.2% | +36.3% |
| 5Y | +75.2% | -38.1% | +113.3% | +79.6% |
| All | +75.2% | -38.6% | +113.8% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling