+1,162.7%
LMT vs URA
-51.6%
+1,214.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -2.1% |
| 7D | -11.0% | -4.1% | -6.8% | -10.5% |
| 30D | +13.6% | -19.0% | +32.6% | +16.4% |
| 3M | -2.1% | -25.1% | +23.0% | +1.1% |
| 6M | +11.7% | -44.5% | +56.2% | +19.3% |
| YTD | +19.4% | -24.3% | +43.7% | +21.6% |
| 1Y | +24.1% | -28.1% | +52.2% | +27.0% |
| 3Y | +36.2% | +40.7% | -4.5% | +23.5% |
| 5Y | +90.7% | +35.5% | +55.3% | +69.7% |
| 10Y | +212.5% | +281.2% | -68.7% | +120.1% |
| All | +1,162.7% | -51.6% | +1,214.3% | +1,023.5% |
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