+25.9%
LMT vs UMAC
+2.9%
+22.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -10.9% | +4.0% | -6.3% |
| 7D | -5.5% | -26.0% | +20.5% | -4.2% |
| 30D | +17.5% | -40.3% | +57.8% | +20.3% |
| 3M | +1.6% | -51.1% | +52.7% | +4.8% |
| 6M | +16.3% | -5.6% | +22.0% | +14.2% |
| YTD | +25.3% | +2.3% | +23.0% | +21.0% |
| 1Y | +25.9% | +7.9% | +18.0% | +20.6% |
| All | +25.9% | +2.9% | +22.9% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling