+89.7%
LMT vs KEY
+11.7%
+78.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -11.0% | -1.3% | -9.7% | -10.9% |
| 30D | +13.6% | +5.1% | +8.4% | +13.3% |
| 3M | -2.1% | -7.1% | +5.0% | -1.8% |
| 6M | +11.7% | -4.4% | +16.1% | +11.9% |
| YTD | +19.4% | +4.0% | +15.4% | +19.0% |
| 1Y | +24.1% | +23.4% | +0.6% | +22.7% |
| 3Y | +36.2% | +113.9% | -77.8% | +28.9% |
| All | +89.7% | +11.7% | +78.0% | +75.1% |
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