+73.0%
LMT vs UMC
+143.5%
-70.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.1% |
| 7D | -0.2% | +9.0% | -9.2% | 0.0% |
| 30D | -13.1% | +17.2% | -30.3% | -12.7% |
| 3M | -3.9% | +11.4% | -15.3% | -3.7% |
| 6M | -18.3% | +137.5% | -155.8% | -17.7% |
| YTD | +10.3% | +193.1% | -182.8% | +11.0% |
| 1Y | +14.2% | +240.3% | -226.1% | +14.8% |
| 3Y | +35.0% | +262.2% | -227.2% | +35.0% |
| All | +73.0% | +143.5% | -70.5% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling