+132.9%
LMT vs REPL
+45.5%
+87.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.6% | -2.0% | +2.4% |
| 7D | -5.6% | +12.7% | -18.4% | -5.9% |
| 30D | +18.4% | +73.5% | -55.1% | +16.4% |
| 3M | +0.6% | +70.3% | -69.7% | -1.1% |
| 6M | +20.6% | +472.0% | -451.4% | +11.5% |
| YTD | +27.0% | +139.5% | -112.6% | +18.5% |
| 1Y | +36.9% | +167.3% | -130.4% | +27.1% |
| 3Y | +46.9% | +109.5% | -62.7% | +25.5% |
| 5Y | +104.2% | -29.9% | +134.1% | +82.8% |
| All | +132.9% | +45.5% | +87.4% | +77.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling