+185.8%
LMT vs LEN
+108.0%
+77.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.4% |
| 7D | -0.2% | -4.8% | +4.6% | +0.5% |
| 30D | -13.1% | -6.6% | -6.5% | -12.3% |
| 3M | -3.9% | -15.7% | +11.8% | -1.7% |
| 6M | -18.3% | -16.6% | -1.6% | -16.4% |
| YTD | +10.3% | -21.3% | +31.7% | +13.6% |
| 1Y | +14.2% | -42.0% | +56.3% | +23.0% |
| 3Y | +35.0% | -27.9% | +62.9% | +36.8% |
| 5Y | +73.2% | -10.7% | +83.9% | +64.3% |
| All | +185.8% | +108.0% | +77.8% | +126.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling