+25.9%
LMT vs USAR
-49.3%
+75.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.9% | -1.0% | -6.9% |
| 7D | -5.5% | -21.8% | +16.2% | -5.6% |
| 30D | +17.5% | -39.9% | +57.4% | +17.7% |
| 3M | +1.6% | -52.5% | +54.1% | +2.0% |
| 6M | +16.3% | -67.9% | +84.2% | +17.2% |
| YTD | +25.3% | -31.1% | +56.3% | +21.0% |
| 1Y | +25.9% | -49.8% | +75.7% | +21.8% |
| All | +25.9% | -49.3% | +75.2% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling