+194.3%
LMT vs USB
+82.2%
+112.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +4.8% | +1.2% | +3.6% | +4.5% |
| 30D | +19.9% | +6.3% | +13.6% | +18.0% |
| 3M | +0.2% | -6.1% | +6.3% | +1.8% |
| 6M | +17.4% | +13.0% | +4.4% | +13.6% |
| YTD | +27.2% | +16.6% | +10.6% | +21.6% |
| 1Y | +35.6% | +31.1% | +4.5% | +25.5% |
| 3Y | +47.1% | +100.9% | -53.8% | +17.7% |
| 5Y | +103.7% | +24.5% | +79.1% | +84.6% |
| All | +194.3% | +82.2% | +112.1% | +118.6% |
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