+72.0%
LMT vs KEY
+40.7%
+31.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -6.3% | +2.2% | -8.5% | -6.4% |
| 30D | -8.5% | -3.0% | -5.5% | -8.3% |
| 3M | +1.8% | +3.3% | -1.5% | +1.6% |
| 6M | -19.9% | +9.2% | -29.1% | -20.3% |
| YTD | +10.6% | +10.6% | -0.1% | +9.9% |
| 1Y | +17.9% | +20.4% | -2.4% | +16.7% |
| 3Y | +27.0% | +121.8% | -94.9% | +19.4% |
| All | +72.0% | +40.7% | +31.2% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling