+21.7%
LMT vs USAR
+68.6%
-46.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -2.2% |
| 7D | -1.3% | -4.4% | +3.1% | -1.3% |
| 30D | -12.5% | -10.4% | -2.1% | -12.5% |
| 3M | -0.5% | -18.4% | +17.9% | -0.4% |
| 6M | -20.0% | -8.8% | -11.2% | -20.1% |
| YTD | +10.4% | +43.4% | -33.0% | +9.9% |
| 1Y | +17.7% | +21.0% | -3.3% | +17.8% |
| 3Y | +34.3% | +67.7% | -33.5% | +40.8% |
| All | +21.7% | +68.6% | -46.9% | +30.0% |
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