+40.2%
LMT vs USAR
-20.3%
+60.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -1.0% |
| 7D | +4.8% | +8.8% | -3.9% | +4.8% |
| 30D | +19.9% | -28.5% | +48.3% | +19.9% |
| 3M | +0.2% | -56.2% | +56.3% | +0.3% |
| 6M | +17.4% | -68.4% | +85.8% | +17.6% |
| YTD | +27.2% | -32.2% | +59.3% | +26.7% |
| 1Y | +35.6% | -52.3% | +87.9% | +35.1% |
| 3Y | +47.1% | -21.2% | +68.3% | +53.8% |
| All | +40.2% | -20.3% | +60.4% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling