+238.5%
LMT vs RUN
-31.9%
+270.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -6.3% | +1.3% | -7.5% | -6.3% |
| 30D | -8.5% | -15.3% | +6.8% | -8.2% |
| 3M | +1.8% | -40.0% | +41.8% | +3.0% |
| 6M | -19.9% | -27.0% | +7.0% | -19.6% |
| YTD | +10.6% | -51.7% | +62.3% | +11.9% |
| 1Y | +17.9% | -45.9% | +63.8% | +18.6% |
| 3Y | +27.0% | -43.8% | +70.7% | +22.3% |
| 5Y | +68.7% | -80.5% | +149.1% | +66.4% |
| 10Y | +181.1% | +45.3% | +135.8% | +136.6% |
| All | +238.5% | -31.9% | +270.4% | +185.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling