+74.4%
LMT vs REPL
-53.9%
+128.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.1% |
| 7D | -1.5% | -5.7% | +4.2% | -1.4% |
| 30D | -8.2% | +22.5% | -30.7% | -8.6% |
| 3M | +3.7% | +64.7% | -60.9% | +2.1% |
| 6M | -19.2% | +83.0% | -102.2% | -21.8% |
| YTD | +12.9% | +52.0% | -39.1% | +9.6% |
| 1Y | +19.8% | +144.5% | -124.7% | +13.3% |
| 3Y | +37.3% | -25.1% | +62.3% | +28.2% |
| 5Y | +74.4% | -52.9% | +127.3% | +63.2% |
| All | +74.4% | -53.9% | +128.3% | +63.2% |
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