+17.7%
LMT vs REPL
+136.9%
-119.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.2% |
| 7D | -1.3% | -9.6% | +8.2% | -1.3% |
| 30D | -12.5% | +5.7% | -18.2% | -12.5% |
| 3M | -0.5% | +56.4% | -56.8% | -0.9% |
| 6M | -20.0% | +67.4% | -87.5% | -19.9% |
| YTD | +10.4% | +48.7% | -38.3% | +10.6% |
| 1Y | +17.7% | +148.3% | -130.6% | +15.9% |
| All | +17.7% | +136.9% | -119.2% | +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