+123.7%
LMT vs HUT
+240.9%
-117.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.6% | -6.4% | +1.1% |
| 7D | +2.5% | +24.8% | -22.2% | +2.3% |
| 30D | +19.2% | -28.4% | +47.5% | +19.4% |
| 3M | +2.7% | -31.2% | +33.9% | +2.8% |
| 6M | +20.6% | -40.2% | +60.9% | +20.8% |
| YTD | +28.4% | +32.9% | -4.5% | +27.7% |
| 1Y | +36.9% | +39.1% | -2.1% | +36.0% |
| 3Y | +48.5% | +462.8% | -414.2% | +45.0% |
| 5Y | +107.6% | -13.9% | +121.5% | +104.0% |
| All | +123.7% | +240.9% | -117.2% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 10y: compounded portfolio wealth divided by compounded HUT 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…
10y analysis · Full analysis span regression · 6 months rolling