+23.0%
LMT vs USAR
+58.5%
-35.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.0% | +7.1% | +1.1% |
| 7D | -0.5% | -9.3% | +8.8% | -0.5% |
| 30D | -10.8% | -15.2% | +4.4% | -10.7% |
| 3M | +1.6% | -21.1% | +22.7% | +1.6% |
| 6M | -17.6% | -21.6% | +4.0% | -17.6% |
| YTD | +11.6% | +34.8% | -23.2% | +11.1% |
| 1Y | +17.2% | +15.6% | +1.6% | +17.3% |
| 3Y | +35.7% | +57.7% | -22.0% | +42.3% |
| All | +23.0% | +58.5% | -35.5% | +31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling