+17.9%
LMT vs REPL
+161.1%
-143.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.4% |
| 7D | -6.3% | -3.0% | -3.3% | -6.2% |
| 30D | -8.5% | +27.1% | -35.6% | -8.6% |
| 3M | +1.8% | +52.4% | -50.6% | +1.3% |
| 6M | -19.9% | +107.4% | -127.4% | -20.2% |
| YTD | +10.6% | +54.7% | -44.2% | +10.7% |
| 1Y | +17.9% | +158.9% | -140.9% | +15.9% |
| All | +17.9% | +161.1% | -143.2% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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