+25.9%
LMT vs PL
-0.6%
+26.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -6.4% | -0.5% | -6.6% |
| 7D | -5.5% | -11.7% | +6.2% | -5.0% |
| 30D | +17.5% | -27.1% | +44.6% | +19.0% |
| 3M | +1.6% | -44.6% | +46.2% | +4.1% |
| 6M | +16.3% | -67.2% | +83.5% | +21.5% |
| YTD | +25.3% | -35.9% | +61.1% | +25.7% |
| 1Y | +25.9% | -0.4% | +26.3% | +24.7% |
| All | +25.9% | -0.6% | +26.5% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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