+12,961.6%
LMT vs HST
+1,597.5%
+11,364.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | 0.0% | +2.2% |
| 7D | -5.6% | +0.6% | -6.2% | -5.7% |
| 30D | +18.4% | +14.5% | +3.9% | +15.9% |
| 3M | +0.6% | +15.4% | -14.8% | -1.6% |
| 6M | +20.6% | +22.0% | -1.4% | +16.7% |
| YTD | +27.0% | +54.9% | -27.9% | +18.3% |
| 1Y | +36.9% | +54.0% | -17.1% | +27.5% |
| 3Y | +46.9% | +90.4% | -43.6% | +31.0% |
| 5Y | +104.2% | +84.2% | +20.0% | +79.5% |
| 10Y | +205.2% | +144.6% | +60.6% | +147.4% |
| All | +12,961.6% | +1,597.5% | +11,364.1% | +8,174.8% |
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