+47.0%
LMT vs RF
+117.2%
-70.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +4.8% | +0.4% | +4.5% | +4.8% |
| 30D | +19.9% | +5.6% | +14.3% | +19.5% |
| 3M | +0.2% | -8.9% | +9.0% | +0.7% |
| 6M | +17.4% | +7.1% | +10.3% | +17.0% |
| YTD | +27.2% | +8.3% | +18.8% | +26.4% |
| 1Y | +35.6% | +16.8% | +18.8% | +34.3% |
| All | +47.0% | +117.2% | -70.1% | +44.0% |
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