+14.2%
LMT vs RUN
-47.1%
+61.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | -0.2% | -3.7% | +3.5% | -0.3% |
| 30D | -13.1% | -13.0% | -0.1% | -13.5% |
| 3M | -3.9% | -31.8% | +27.9% | -5.1% |
| 6M | -18.3% | -32.2% | +14.0% | -19.2% |
| YTD | +10.3% | -53.5% | +63.8% | +7.9% |
| 1Y | +14.2% | -46.5% | +60.8% | +14.6% |
| All | +14.2% | -47.1% | +61.3% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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