+443.6%
LMT vs HLT
+641.9%
-198.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -0.5% | -2.6% | +2.0% | -0.1% |
| 30D | -10.8% | -2.6% | -8.1% | -10.4% |
| 3M | +1.6% | -9.4% | +11.0% | +3.3% |
| 6M | -17.6% | +2.7% | -20.3% | -18.2% |
| YTD | +11.6% | +6.8% | +4.8% | +9.8% |
| 1Y | +17.2% | +12.4% | +4.9% | +14.0% |
| 3Y | +35.7% | +100.2% | -64.4% | +16.4% |
| 5Y | +75.2% | +143.7% | -68.5% | +40.1% |
| 10Y | +190.1% | +584.9% | -394.8% | +76.5% |
| All | +443.6% | +641.9% | -198.4% | +227.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling