+203.0%
LMT vs USB
+85.0%
+118.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.9% | +2.6% |
| 7D | -5.6% | +1.4% | -7.1% | -6.0% |
| 30D | +18.4% | +6.4% | +11.9% | +16.5% |
| 3M | +0.6% | -4.5% | +5.1% | +1.7% |
| 6M | +20.6% | +11.4% | +9.2% | +17.0% |
| YTD | +27.0% | +17.1% | +9.9% | +21.2% |
| 1Y | +36.9% | +32.6% | +4.3% | +26.3% |
| 3Y | +46.9% | +101.8% | -55.0% | +17.4% |
| 5Y | +104.2% | +25.1% | +79.1% | +84.8% |
| All | +203.0% | +85.0% | +118.0% | +119.1% |
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