+48.5%
LMT vs RF
+118.1%
-69.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.2% |
| 7D | +2.5% | -1.3% | +3.9% | +2.6% |
| 30D | +19.2% | +4.6% | +14.5% | +18.9% |
| 3M | +2.7% | -8.4% | +11.1% | +3.1% |
| 6M | +20.6% | +8.9% | +11.8% | +20.1% |
| YTD | +28.4% | +8.8% | +19.6% | +27.6% |
| 1Y | +36.9% | +18.9% | +18.0% | +35.5% |
| All | +48.5% | +118.1% | -69.7% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 3y: compounded portfolio wealth divided by compounded RF 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…
3y analysis · Full analysis span regression · 6 months rolling