+36.5%
LMT vs LOW
-10.3%
+46.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | -0.5% | -2.6% | +2.1% | -0.3% |
| 30D | -10.8% | -11.1% | +0.4% | -9.8% |
| 3M | +1.6% | -8.5% | +10.1% | +2.4% |
| 6M | -17.6% | -20.8% | +3.3% | -15.9% |
| YTD | +11.6% | -17.2% | +28.8% | +13.4% |
| 1Y | +17.2% | -24.7% | +42.0% | +20.2% |
| All | +36.5% | -10.3% | +46.8% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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