+99.9%
LMT vs O
+7.0%
+92.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | +5.1% | -0.4% | +5.5% | +5.2% |
| 30D | +14.1% | +7.1% | +7.0% | +11.8% |
| 3M | +0.3% | -5.2% | +5.5% | +1.7% |
| 6M | +16.1% | -1.8% | +17.9% | +16.4% |
| YTD | +25.5% | +9.1% | +16.4% | +22.0% |
| 1Y | +34.1% | +9.7% | +24.5% | +30.2% |
| 3Y | +45.1% | +39.1% | +5.9% | +30.9% |
| All | +99.9% | +7.0% | +92.8% | +92.1% |
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