+187.0%
LMT vs KEY
+167.1%
+19.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -1.3% | -0.3% | -1.0% | -1.3% |
| 30D | -12.5% | -3.3% | -9.2% | -12.1% |
| 3M | -0.5% | -0.7% | +0.3% | -0.4% |
| 6M | -20.0% | +12.5% | -32.5% | -21.6% |
| YTD | +10.4% | +8.4% | +2.0% | +8.7% |
| 1Y | +17.7% | +18.4% | -0.7% | +14.0% |
| 3Y | +34.3% | +123.3% | -89.1% | +13.3% |
| 5Y | +71.8% | +38.8% | +33.0% | +52.6% |
| 10Y | +187.0% | +169.3% | +17.7% | +87.4% |
| All | +187.0% | +167.1% | +19.9% | +87.4% |
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