+92.7%
LMT vs HUT
+422.3%
-329.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.6% | -1.5% |
| 7D | -6.3% | +17.8% | -24.0% | -6.4% |
| 30D | -8.5% | +0.8% | -9.3% | -8.5% |
| 3M | +1.8% | -26.8% | +28.6% | +2.0% |
| 6M | -19.9% | +72.6% | -92.5% | -20.4% |
| YTD | +10.6% | +103.6% | -93.1% | +9.7% |
| 1Y | +17.9% | +265.3% | -247.3% | +16.5% |
| 3Y | +27.0% | +689.4% | -662.5% | +23.7% |
| 5Y | +68.7% | +75.3% | -6.7% | +64.8% |
| All | +92.7% | +422.3% | -329.7% | +66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling