+17.9%
LMT vs OMC
+9.8%
+8.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.1% |
| 7D | -6.3% | -6.4% | +0.1% | -5.4% |
| 30D | -8.5% | +1.1% | -9.6% | -8.6% |
| 3M | +1.8% | +10.4% | -8.6% | +0.3% |
| 6M | -19.9% | -1.7% | -18.2% | -20.1% |
| YTD | +10.6% | +4.4% | +6.1% | +9.2% |
| 1Y | +17.9% | +8.4% | +9.5% | +17.0% |
| All | +17.9% | +9.8% | +8.2% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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