+93.8%
LMT vs USB
+22.2%
+71.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -3.0% |
| 7D | -10.5% | -1.5% | -9.0% | -10.4% |
| 30D | +12.9% | +4.3% | +8.7% | +12.5% |
| 3M | +0.4% | -6.1% | +6.4% | +0.9% |
| 6M | +14.7% | +9.4% | +5.3% | +13.6% |
| YTD | +21.3% | +15.2% | +6.1% | +19.4% |
| 1Y | +24.9% | +32.8% | -7.8% | +21.4% |
| 3Y | +37.7% | +91.3% | -53.6% | +28.2% |
| 5Y | +93.8% | +22.7% | +71.1% | +81.1% |
| All | +93.8% | +22.2% | +71.6% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling