+73.0%
LMT vs JBL
+409.3%
-336.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.0% | -6.2% | -1.2% |
| 7D | -0.2% | +2.4% | -2.6% | -0.3% |
| 30D | -13.1% | -13.1% | 0.0% | -12.8% |
| 3M | -3.9% | -15.6% | +11.7% | -3.7% |
| 6M | -18.3% | +24.6% | -42.8% | -19.1% |
| YTD | +10.3% | +39.6% | -29.3% | +8.8% |
| 1Y | +14.2% | +48.6% | -34.4% | +12.4% |
| 3Y | +35.0% | +197.3% | -162.3% | +28.6% |
| All | +73.0% | +409.3% | -336.3% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling