+130.2%
LMT vs REPL
+36.8%
+93.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +5.1% | +1.2% | +3.9% | +5.1% |
| 30D | +14.1% | +92.2% | -78.1% | +11.9% |
| 3M | +0.3% | +44.1% | -43.8% | -0.9% |
| 6M | +16.1% | +313.0% | -296.9% | +8.7% |
| YTD | +25.5% | +125.2% | -99.7% | +17.3% |
| 1Y | +34.1% | +143.8% | -109.6% | +25.0% |
| 3Y | +45.1% | +104.2% | -59.1% | +24.0% |
| 5Y | +100.9% | -34.5% | +135.5% | +80.3% |
| All | +130.2% | +36.8% | +93.4% | +75.6% |
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