+11,511.2%
LMT vs HUBB
+153,832.2%
-142,321.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +2.1% |
| 7D | -1.5% | +4.8% | -6.4% | -1.6% |
| 30D | -8.2% | -9.3% | +1.1% | -8.2% |
| 3M | +3.7% | -3.9% | +7.6% | +3.7% |
| 6M | -19.2% | -0.8% | -18.3% | -19.2% |
| YTD | +12.9% | +5.6% | +7.3% | +12.8% |
| 1Y | +19.8% | +7.7% | +12.1% | +19.7% |
| 3Y | +37.3% | +47.5% | -10.2% | +36.7% |
| 5Y | +74.4% | +153.7% | -79.3% | +72.7% |
| 10Y | +188.9% | +433.0% | -244.1% | +184.5% |
| All | +11,511.2% | +153,832.2% | -142,321.0% | +12,501.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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