+17.9%
LMT vs REGN
+46.5%
-28.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -1.5% |
| 7D | -6.3% | +4.2% | -10.5% | -6.2% |
| 30D | -8.5% | +7.8% | -16.3% | -8.5% |
| 3M | +1.8% | +31.8% | -30.0% | +1.7% |
| 6M | -19.9% | +5.4% | -25.3% | -20.6% |
| YTD | +10.6% | +7.7% | +2.9% | +9.7% |
| 1Y | +17.9% | +46.7% | -28.7% | +18.0% |
| All | +17.9% | +46.5% | -28.5% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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