+35.0%
LMT vs REGN
-4.3%
+39.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.1% |
| 7D | -0.2% | -5.6% | +5.4% | -0.1% |
| 30D | -13.1% | -2.0% | -11.1% | -13.1% |
| 3M | -3.9% | +28.0% | -31.8% | -4.7% |
| 6M | -18.3% | +1.2% | -19.4% | -18.5% |
| YTD | +10.3% | +1.6% | +8.7% | +9.9% |
| 1Y | +14.2% | +38.2% | -24.0% | +12.3% |
| 3Y | +35.0% | -5.4% | +40.3% | +34.7% |
| All | +35.0% | -4.3% | +39.3% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling