+6,325.9%
LMT vs JBL
+42,879.2%
-36,553.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.0% |
| 7D | -1.5% | +4.4% | -5.9% | -1.8% |
| 30D | -8.2% | -8.4% | +0.2% | -7.8% |
| 3M | +3.7% | -14.2% | +17.9% | +4.6% |
| 6M | -19.2% | +29.6% | -48.8% | -21.0% |
| YTD | +12.9% | +37.1% | -24.2% | +9.7% |
| 1Y | +19.8% | +49.5% | -29.7% | +15.5% |
| 3Y | +37.3% | +192.7% | -155.4% | +24.5% |
| 5Y | +74.4% | +411.3% | -337.0% | +50.7% |
| 10Y | +188.9% | +1,447.6% | -1,258.7% | +128.4% |
| All | +6,325.9% | +42,879.2% | -36,553.4% | +4,239.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling