+185.8%
LMT vs UL
+66.7%
+119.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.8% | -1.3% |
| 7D | -0.2% | -3.4% | +3.2% | +0.7% |
| 30D | -13.1% | +0.5% | -13.6% | -13.2% |
| 3M | -3.9% | +7.2% | -11.1% | -6.1% |
| 6M | -18.3% | -3.1% | -15.2% | -18.0% |
| YTD | +10.3% | -2.7% | +13.1% | +10.4% |
| 1Y | +14.2% | -10.2% | +24.5% | +16.8% |
| 3Y | +35.0% | +20.3% | +14.7% | +24.9% |
| 5Y | +73.2% | +19.9% | +53.3% | +58.0% |
| All | +185.8% | +66.7% | +119.1% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling