+35.0%
LMT vs KR
+33.5%
+1.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.5% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | -13.1% | +5.1% | -18.1% | -13.7% |
| 3M | -3.9% | -8.2% | +4.3% | -2.8% |
| 6M | -18.3% | -18.0% | -0.3% | -16.0% |
| YTD | +10.3% | -4.8% | +15.1% | +10.8% |
| 1Y | +14.2% | -11.0% | +25.3% | +15.7% |
| 3Y | +35.0% | +37.7% | -2.7% | +26.2% |
| All | +35.0% | +33.5% | +1.5% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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