+35.0%
LMT vs RUN
-39.0%
+74.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -13.2% |
| 3M | -3.9% | -31.8% | +27.9% | -4.3% |
| 6M | -18.3% | -32.2% | +14.0% | -18.6% |
| YTD | +10.3% | -53.5% | +63.8% | +9.7% |
| 1Y | +14.2% | -46.5% | +60.8% | +13.7% |
| 3Y | +35.0% | -37.6% | +72.6% | +36.1% |
| All | +35.0% | -39.0% | +74.0% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling