+17.9%
LMT vs O
+11.2%
+6.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -6.3% | -0.7% | -5.5% | -6.0% |
| 30D | -8.5% | -1.9% | -6.6% | -7.9% |
| 3M | +1.8% | +3.8% | -2.0% | -0.1% |
| 6M | -19.9% | -4.7% | -15.2% | -18.5% |
| YTD | +10.6% | +12.5% | -1.9% | +4.1% |
| 1Y | +17.9% | +10.8% | +7.1% | +11.3% |
| All | +17.9% | +11.2% | +6.7% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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