+17.9%
LMT vs HLT
+13.1%
+4.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.5% |
| 7D | -6.3% | -3.3% | -2.9% | -6.4% |
| 30D | -8.5% | -4.1% | -4.4% | -8.6% |
| 3M | +1.8% | -7.9% | +9.8% | +1.8% |
| 6M | -19.9% | +2.2% | -22.1% | -19.2% |
| YTD | +10.6% | +8.5% | +2.1% | +11.3% |
| 1Y | +17.9% | +12.1% | +5.8% | +20.7% |
| All | +17.9% | +13.1% | +4.9% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 1y: compounded portfolio wealth divided by compounded HLT 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…
1y analysis · Full analysis span regression · 6 months rolling