+98.8%
LMT vs REPL
-33.0%
+131.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.8% | +3.7% |
| 7D | -8.5% | +14.2% | -22.8% | -8.8% |
| 30D | +15.4% | +65.9% | -50.4% | +14.4% |
| 3M | +0.7% | +84.6% | -83.9% | -0.5% |
| 6M | +17.6% | +446.9% | -429.3% | +12.5% |
| YTD | +23.8% | +129.0% | -105.2% | +19.4% |
| 1Y | +31.6% | +167.9% | -136.2% | +26.3% |
| 3Y | +44.0% | +93.9% | -49.9% | +33.2% |
| 5Y | +98.8% | -33.0% | +131.8% | +83.7% |
| All | +98.8% | -33.0% | +131.8% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling