+12,786.6%
LMT vs USB
+8,296.0%
+4,490.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.9% | -8.8% | -7.3% |
| 7D | -5.5% | +2.4% | -7.9% | -6.0% |
| 30D | +17.5% | +6.6% | +10.9% | +16.0% |
| 3M | +1.6% | -4.1% | +5.7% | +2.4% |
| 6M | +16.3% | +12.5% | +3.8% | +13.5% |
| YTD | +25.3% | +17.6% | +7.6% | +20.8% |
| 1Y | +25.9% | +36.5% | -10.6% | +17.8% |
| 3Y | +42.2% | +95.4% | -53.2% | +22.0% |
| 5Y | +102.7% | +26.1% | +76.6% | +85.8% |
| 10Y | +227.9% | +101.3% | +126.6% | +167.0% |
| All | +12,786.6% | +8,296.0% | +4,490.5% | +6,001.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling