+2,899.6%
LMT vs HIG
+980.5%
+1,919.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.0% | +2.3% |
| 7D | -1.5% | -1.1% | -0.5% | -1.4% |
| 30D | -8.2% | -4.9% | -3.3% | -7.7% |
| 3M | +3.7% | +6.8% | -3.1% | +2.8% |
| 6M | -19.2% | -1.7% | -17.5% | -19.1% |
| YTD | +12.9% | -0.2% | +13.1% | +12.7% |
| 1Y | +19.8% | +5.7% | +14.1% | +18.7% |
| 3Y | +37.3% | +100.3% | -63.0% | +24.8% |
| 5Y | +74.4% | +118.5% | -44.1% | +56.1% |
| 10Y | +188.9% | +309.7% | -120.8% | +134.4% |
| All | +2,899.6% | +980.5% | +1,919.1% | +1,404.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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