+11,275.8%
LMT vs USB
+8,537.0%
+2,738.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.4% |
| 7D | -6.3% | +1.4% | -7.7% | -6.5% |
| 30D | -8.5% | -1.3% | -7.2% | -8.3% |
| 3M | +1.8% | +15.2% | -13.4% | -1.0% |
| 6M | -19.9% | +18.8% | -38.8% | -22.8% |
| YTD | +10.6% | +21.0% | -10.4% | +6.1% |
| 1Y | +17.9% | +34.0% | -16.1% | +10.8% |
| 3Y | +27.0% | +95.3% | -68.4% | +8.7% |
| 5Y | +68.7% | +40.4% | +28.3% | +51.2% |
| 10Y | +181.1% | +107.3% | +73.8% | +127.6% |
| All | +11,275.8% | +8,537.0% | +2,738.8% | +5,258.6% |
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