+71.8%
LMT vs O
+12.6%
+59.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.8% |
| 7D | -1.3% | -2.3% | +0.9% | -0.7% |
| 30D | -12.5% | -2.4% | -10.1% | -11.9% |
| 3M | -0.5% | -0.6% | +0.1% | -0.4% |
| 6M | -20.0% | -5.0% | -15.0% | -19.0% |
| YTD | +10.4% | +10.4% | 0.0% | +7.2% |
| 1Y | +17.7% | +6.6% | +11.2% | +15.4% |
| 3Y | +34.3% | +28.4% | +5.9% | +24.6% |
| 5Y | +71.8% | +15.3% | +56.5% | +62.6% |
| All | +71.8% | +12.6% | +59.2% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling