+205.2%
LMT vs KEY
+109.2%
+96.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.9% | +2.6% |
| 7D | -5.6% | +0.5% | -6.1% | -5.7% |
| 30D | +18.4% | +6.9% | +11.5% | +17.1% |
| 3M | +0.6% | -5.0% | +5.6% | +1.4% |
| 6M | +20.6% | +0.7% | +19.9% | +20.3% |
| YTD | +27.0% | +6.5% | +20.5% | +25.3% |
| 1Y | +36.9% | +22.6% | +14.2% | +32.0% |
| 3Y | +46.9% | +125.3% | -78.5% | +24.5% |
| 5Y | +104.2% | +13.9% | +90.3% | +90.6% |
| 10Y | +205.2% | +105.3% | +99.9% | +134.0% |
| All | +205.2% | +109.2% | +96.0% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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