+107.6%
LMT vs HDB
-22.2%
+129.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | +2.5% | +6.9% | -4.4% | +2.5% |
| 30D | +19.2% | +15.2% | +3.9% | +19.1% |
| 3M | +2.7% | +11.7% | -9.0% | +2.7% |
| 6M | +20.6% | +7.5% | +13.1% | +20.6% |
| YTD | +28.4% | -28.8% | +57.2% | +29.3% |
| 1Y | +36.9% | -29.1% | +66.0% | +37.9% |
| 3Y | +48.5% | -7.0% | +55.6% | +48.4% |
| 5Y | +107.6% | -22.1% | +129.7% | +101.7% |
| All | +107.6% | -22.2% | +129.8% | +101.7% |
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