+38.8%
LMT vs URA
+41.0%
-2.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -1.7% |
| 7D | -11.0% | -4.1% | -6.8% | -10.9% |
| 30D | +13.6% | -19.0% | +32.6% | +14.2% |
| 3M | -2.1% | -25.1% | +23.0% | -1.4% |
| 6M | +11.7% | -44.5% | +56.2% | +13.7% |
| YTD | +19.4% | -24.3% | +43.7% | +20.2% |
| 1Y | +24.1% | -28.1% | +52.2% | +25.0% |
| All | +38.8% | +41.0% | -2.2% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling