+37.3%
LMT vs URI
+126.5%
-89.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.5% | +2.1% |
| 7D | -1.5% | +2.5% | -4.1% | -1.6% |
| 30D | -8.2% | -12.5% | +4.3% | -7.9% |
| 3M | +3.7% | -6.2% | +9.9% | +3.8% |
| 6M | -19.2% | +25.9% | -45.0% | -19.3% |
| YTD | +12.9% | +26.2% | -13.3% | +12.4% |
| 1Y | +19.8% | +5.5% | +14.3% | +20.5% |
| 3Y | +37.3% | +125.0% | -87.7% | +33.5% |
| All | +37.3% | +126.5% | -89.2% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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