+185.8%
LMT vs UMC
+1,863.6%
-1,677.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.2% |
| 7D | -0.2% | +9.0% | -9.2% | -0.4% |
| 30D | -13.1% | +17.2% | -30.3% | -13.4% |
| 3M | -3.9% | +11.4% | -15.3% | -4.5% |
| 6M | -18.3% | +137.5% | -155.8% | -21.2% |
| YTD | +10.3% | +193.1% | -182.8% | +5.1% |
| 1Y | +14.2% | +240.3% | -226.1% | +8.0% |
| 3Y | +35.0% | +262.2% | -227.2% | +26.3% |
| 5Y | +73.2% | +143.1% | -69.9% | +64.7% |
| All | +185.8% | +1,863.6% | -1,677.8% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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