+25.9%
LMT vs LEN
-21.9%
+47.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +7.1% | -14.0% | -7.2% |
| 7D | -5.5% | +10.5% | -16.0% | -6.1% |
| 30D | +17.5% | +24.6% | -7.2% | +15.7% |
| 3M | +1.6% | +6.6% | -5.0% | +0.9% |
| 6M | +16.3% | +10.6% | +5.7% | +15.2% |
| YTD | +25.3% | -8.3% | +33.6% | +25.7% |
| 1Y | +25.9% | -22.5% | +48.4% | +24.6% |
| All | +25.9% | -21.9% | +47.7% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling