+190.4%
LMT vs USB
+83.8%
+106.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | +5.1% | +2.6% | +2.5% | +4.4% |
| 30D | +14.1% | +8.4% | +5.7% | +11.8% |
| 3M | +0.3% | -5.5% | +5.8% | +1.7% |
| 6M | +16.1% | +17.7% | -1.6% | +11.1% |
| YTD | +25.5% | +17.6% | +7.9% | +19.7% |
| 1Y | +34.1% | +33.9% | +0.3% | +23.5% |
| 3Y | +45.1% | +103.8% | -58.7% | +15.7% |
| 5Y | +100.9% | +25.6% | +75.4% | +81.7% |
| All | +190.4% | +83.8% | +106.6% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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