+34.9%
LMT vs UMAC
+508.0%
-473.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.4% | +4.2% | -2.1% |
| 7D | -1.3% | +3.3% | -4.6% | -1.4% |
| 30D | -12.5% | -10.4% | -2.1% | -12.4% |
| 3M | -0.5% | +1.8% | -2.2% | -0.7% |
| 6M | -20.0% | +40.7% | -60.8% | -20.9% |
| YTD | +10.4% | +90.9% | -80.5% | +8.7% |
| 1Y | +17.7% | +151.8% | -134.0% | +15.6% |
| All | +34.9% | +508.0% | -473.1% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling