+1,258.3%
LMT vs URA
-49.7%
+1,308.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.3% | +1.0% |
| 7D | +2.5% | +2.9% | -0.4% | +2.1% |
| 30D | +19.2% | -10.8% | +30.0% | +20.7% |
| 3M | +2.7% | -25.5% | +28.2% | +6.1% |
| 6M | +20.6% | -41.2% | +61.8% | +27.9% |
| YTD | +28.4% | -21.3% | +49.7% | +30.2% |
| 1Y | +36.9% | -25.7% | +62.6% | +39.6% |
| 3Y | +48.5% | +43.1% | +5.5% | +34.5% |
| 5Y | +107.6% | +35.6% | +72.0% | +85.2% |
| 10Y | +206.5% | +281.3% | -74.8% | +116.0% |
| All | +1,258.3% | -49.7% | +1,308.0% | +1,102.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling