+14.2%
LMT vs HLT
+12.2%
+2.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.2% | -1.6% | +1.4% | -0.2% |
| 30D | -13.1% | -5.0% | -8.0% | -13.1% |
| 3M | -3.9% | -10.4% | +6.5% | -3.9% |
| 6M | -18.3% | +3.2% | -21.5% | -17.2% |
| YTD | +10.3% | +6.7% | +3.6% | +10.9% |
| 1Y | +14.2% | +10.3% | +4.0% | +17.9% |
| All | +14.2% | +12.2% | +2.1% | +17.9% |
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