+187.0%
LMT vs URA
+369.2%
-182.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.8% | -2.0% |
| 7D | -1.3% | +5.7% | -7.1% | -2.0% |
| 30D | -12.5% | +5.6% | -18.1% | -13.2% |
| 3M | -0.5% | +6.2% | -6.7% | -1.5% |
| 6M | -20.0% | -8.2% | -11.8% | -19.8% |
| YTD | +10.4% | +9.7% | +0.7% | +7.8% |
| 1Y | +17.7% | +17.0% | +0.7% | +13.3% |
| 3Y | +34.3% | +118.5% | -84.2% | +15.2% |
| 5Y | +71.8% | +134.3% | -62.5% | +40.5% |
| 10Y | +187.0% | +377.5% | -190.5% | +85.6% |
| All | +187.0% | +369.2% | -182.3% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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