+89.7%
LMT vs USB
+21.6%
+68.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -11.0% | 0.0% | -11.0% | -11.0% |
| 30D | +13.6% | +5.8% | +7.8% | +13.0% |
| 3M | -2.1% | -6.0% | +3.9% | -1.5% |
| 6M | +11.7% | +7.8% | +3.9% | +10.8% |
| YTD | +19.4% | +14.6% | +4.8% | +17.6% |
| 1Y | +24.1% | +31.8% | -7.7% | +20.6% |
| 3Y | +36.2% | +91.5% | -55.4% | +26.8% |
| All | +89.7% | +21.6% | +68.1% | +77.1% |
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