+35.0%
LMT vs HUBS
-58.2%
+93.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.1% |
| 7D | -0.2% | -9.0% | +8.8% | -0.4% |
| 30D | -13.1% | +7.2% | -20.3% | -12.9% |
| 3M | -3.9% | +20.9% | -24.7% | -3.5% |
| 6M | -18.3% | -13.0% | -5.2% | -18.0% |
| YTD | +10.3% | -43.8% | +54.2% | +10.3% |
| 1Y | +14.2% | -54.6% | +68.9% | +14.3% |
| 3Y | +35.0% | -58.5% | +93.4% | +38.0% |
| All | +35.0% | -58.2% | +93.2% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 3y: compounded portfolio wealth divided by compounded HUBS 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…
3y analysis · Full analysis span regression · 6 months rolling