+35.0%
LMT vs KEYS
+154.3%
-119.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -1.2% |
| 7D | -0.2% | +3.5% | -3.7% | -0.3% |
| 30D | -13.1% | -4.5% | -8.6% | -13.0% |
| 3M | -3.9% | -0.4% | -3.5% | -4.0% |
| 6M | -18.3% | +19.1% | -37.4% | -19.0% |
| YTD | +10.3% | +66.7% | -56.3% | +7.8% |
| 1Y | +14.2% | +96.5% | -82.2% | +11.0% |
| 3Y | +35.0% | +155.2% | -120.2% | +30.4% |
| All | +35.0% | +154.3% | -119.3% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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