+36.5%
LMT vs JBL
+181.3%
-144.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.8% | +1.1% |
| 7D | -0.5% | -1.0% | +0.5% | -0.5% |
| 30D | -10.8% | -15.1% | +4.3% | -10.7% |
| 3M | +1.6% | -14.0% | +15.6% | +1.5% |
| 6M | -17.6% | +20.6% | -38.2% | -18.1% |
| YTD | +11.6% | +32.9% | -21.3% | +10.5% |
| 1Y | +17.2% | +40.5% | -23.3% | +16.0% |
| All | +36.5% | +181.3% | -144.7% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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