+11,275.8%
LMT vs HST
+1,330.6%
+9,945.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -6.3% | -1.0% | -5.2% | -6.1% |
| 30D | -8.5% | -12.3% | +3.8% | -6.8% |
| 3M | +1.8% | -6.4% | +8.2% | +2.6% |
| 6M | -19.9% | +15.0% | -34.9% | -21.9% |
| YTD | +10.6% | +30.5% | -19.9% | +5.7% |
| 1Y | +17.9% | +35.7% | -17.7% | +11.9% |
| 3Y | +27.0% | +68.4% | -41.4% | +15.2% |
| 5Y | +68.7% | +73.1% | -4.5% | +49.5% |
| 10Y | +181.1% | +92.7% | +88.3% | +136.0% |
| All | +11,275.8% | +1,330.6% | +9,945.2% | +7,297.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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