+104.7%
LMT vs REPL
-17.3%
+122.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.4% | +9.5% | +1.3% |
| 7D | -0.5% | -13.4% | +12.9% | -0.1% |
| 30D | -10.8% | -3.0% | -7.8% | -10.7% |
| 3M | +1.6% | +56.3% | -54.7% | -1.1% |
| 6M | -17.6% | +60.9% | -78.4% | -22.0% |
| YTD | +11.6% | +36.2% | -24.6% | +6.0% |
| 1Y | +17.2% | +121.0% | -103.8% | +7.0% |
| 3Y | +35.7% | -32.8% | +68.6% | +21.6% |
| 5Y | +75.2% | -58.7% | +133.9% | +59.0% |
| All | +104.7% | -17.3% | +122.0% | +58.6% |
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