+36.2%
LMT vs KEY
+106.2%
-70.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | -11.0% | -1.3% | -9.7% | -10.9% |
| 30D | +13.6% | +5.1% | +8.4% | +13.5% |
| 3M | -2.1% | -7.1% | +5.0% | -2.0% |
| 6M | +11.7% | -4.4% | +16.1% | +11.7% |
| YTD | +19.4% | +4.0% | +15.4% | +19.3% |
| 1Y | +24.1% | +23.4% | +0.6% | +23.8% |
| 3Y | +36.2% | +113.9% | -77.8% | +34.2% |
| All | +36.2% | +106.2% | -70.1% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling