+45.1%
LMT vs P
+197.6%
-152.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.3% |
| 7D | +5.1% | +11.6% | -6.5% | +5.2% |
| 30D | +14.1% | -23.7% | +37.8% | +13.8% |
| 3M | +0.3% | -8.0% | +8.3% | 0.0% |
| 6M | +16.1% | +27.9% | -11.8% | +16.3% |
| YTD | +25.5% | +61.2% | -35.7% | +25.7% |
| 1Y | +34.1% | +28.6% | +5.5% | +34.2% |
| 3Y | +45.1% | +200.5% | -155.4% | +47.4% |
| All | +45.1% | +197.6% | -152.5% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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