+35.1%
LMT vs URA
+116.4%
-81.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.8% | -2.1% |
| 7D | -1.3% | +5.7% | -7.1% | -1.5% |
| 30D | -12.5% | +5.6% | -18.1% | -12.7% |
| 3M | -0.5% | +6.2% | -6.7% | -0.8% |
| 6M | -20.0% | -8.2% | -11.8% | -19.9% |
| YTD | +10.4% | +9.7% | +0.7% | +9.9% |
| 1Y | +17.7% | +17.0% | +0.7% | +17.2% |
| All | +35.1% | +116.4% | -81.4% | +30.2% |
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