-19.9%
LMT vs P
+59.3%
-79.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.4% |
| 7D | -6.3% | +6.5% | -12.8% | -6.2% |
| 30D | -8.5% | +18.8% | -27.3% | -7.7% |
| 3M | +1.8% | +26.7% | -24.9% | +3.0% |
| 6M | -19.9% | +62.2% | -82.1% | -22.1% |
| All | -19.9% | +59.3% | -79.3% | -22.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling