+2,345.4%
LMT vs URI
+7,462.1%
-5,116.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.7% |
| 7D | -11.0% | -9.8% | -1.2% | -9.8% |
| 30D | +13.6% | +1.7% | +11.8% | +13.4% |
| 3M | -2.1% | -9.1% | +7.0% | -1.0% |
| 6M | +11.7% | +9.9% | +1.8% | +10.1% |
| YTD | +19.4% | +31.2% | -11.8% | +14.0% |
| 1Y | +24.1% | +25.9% | -1.9% | +19.0% |
| 3Y | +36.2% | +147.4% | -111.2% | +17.3% |
| 5Y | +90.7% | +179.7% | -89.0% | +58.5% |
| 10Y | +212.5% | +1,419.5% | -1,207.1% | +99.5% |
| All | +2,345.4% | +7,462.1% | -5,116.6% | +1,019.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling