+36.5%
LMT vs LEN
-28.8%
+65.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +1.2% |
| 7D | -0.5% | -7.8% | +7.2% | -0.2% |
| 30D | -10.8% | -11.0% | +0.3% | -10.3% |
| 3M | +1.6% | -12.8% | +14.4% | +2.2% |
| 6M | -17.6% | -20.2% | +2.6% | -16.8% |
| YTD | +11.6% | -23.0% | +34.6% | +12.7% |
| 1Y | +17.2% | -41.8% | +59.1% | +19.2% |
| All | +36.5% | -28.8% | +65.4% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling