+11,275.8%
LMT vs UL
+2,661.1%
+8,614.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -6.3% | -1.3% | -4.9% | -5.9% |
| 30D | -8.5% | +0.5% | -9.0% | -8.7% |
| 3M | +1.8% | +17.6% | -15.8% | -2.8% |
| 6M | -19.9% | -5.4% | -14.6% | -19.2% |
| YTD | +10.6% | +0.7% | +9.9% | +9.6% |
| 1Y | +17.9% | -9.3% | +27.2% | +20.0% |
| 3Y | +27.0% | +24.5% | +2.4% | +17.7% |
| 5Y | +68.7% | +23.2% | +45.5% | +54.3% |
| 10Y | +181.1% | +64.5% | +116.6% | +134.8% |
| All | +11,275.8% | +2,661.1% | +8,614.7% | +4,871.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling