+75.2%
LMT vs RUN
-81.3%
+156.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.1% |
| 7D | -0.5% | -3.4% | +2.8% | -0.5% |
| 30D | -10.8% | -14.0% | +3.2% | -10.7% |
| 3M | +1.6% | -27.5% | +29.1% | +1.7% |
| 6M | -17.6% | -29.0% | +11.4% | -17.5% |
| YTD | +11.6% | -53.1% | +64.7% | +12.0% |
| 1Y | +17.2% | -46.7% | +64.0% | +17.3% |
| 3Y | +35.7% | -38.3% | +74.0% | +32.2% |
| 5Y | +75.2% | -80.7% | +155.9% | +76.9% |
| All | +75.2% | -81.3% | +156.5% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling