+36.9%
LMT vs USB
+32.1%
+4.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +2.5% | -0.5% | +3.1% | +2.6% |
| 30D | +19.2% | +5.7% | +13.5% | +18.3% |
| 3M | +2.7% | -4.7% | +7.4% | +2.9% |
| 6M | +20.6% | +13.4% | +7.2% | +19.5% |
| YTD | +28.4% | +17.0% | +11.4% | +26.2% |
| 1Y | +36.9% | +32.4% | +4.5% | +37.4% |
| All | +36.9% | +32.1% | +4.8% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling