+3,447.9%
LMT vs UMC
+292.9%
+3,155.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.0% | -6.2% | -2.5% |
| 7D | -1.3% | +13.6% | -15.0% | -2.4% |
| 30D | -12.5% | +20.8% | -33.3% | -14.0% |
| 3M | -0.5% | +16.1% | -16.6% | -2.7% |
| 6M | -20.0% | +137.3% | -157.3% | -27.2% |
| YTD | +10.4% | +193.8% | -183.4% | -2.0% |
| 1Y | +17.7% | +236.1% | -218.4% | +3.0% |
| 3Y | +34.3% | +267.1% | -232.8% | +15.2% |
| 5Y | +71.8% | +145.3% | -73.5% | +51.0% |
| 10Y | +187.0% | +1,857.3% | -1,670.3% | +92.3% |
| All | +3,447.9% | +292.9% | +3,155.0% | +2,124.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling