+73.0%
LMT vs KEYS
+87.1%
-14.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -1.3% |
| 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% | -19.3% |
| YTD | +10.3% | +66.7% | -56.3% | +6.7% |
| 1Y | +14.2% | +96.5% | -82.2% | +9.4% |
| 3Y | +35.0% | +155.2% | -120.2% | +26.1% |
| All | +73.0% | +87.1% | -14.1% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling