+12,377.7%
LMT vs USB
+8,119.9%
+4,257.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.8% |
| 7D | -10.5% | -1.5% | -9.0% | -10.2% |
| 30D | +12.9% | +4.3% | +8.7% | +12.0% |
| 3M | +0.4% | -6.1% | +6.4% | +1.6% |
| 6M | +14.7% | +9.4% | +5.3% | +12.5% |
| YTD | +21.3% | +15.2% | +6.1% | +17.5% |
| 1Y | +24.9% | +32.8% | -7.8% | +17.6% |
| 3Y | +37.7% | +91.3% | -53.6% | +18.7% |
| 5Y | +93.8% | +22.7% | +71.1% | +78.6% |
| 10Y | +217.5% | +97.0% | +120.4% | +159.6% |
| All | +12,377.7% | +8,119.9% | +4,257.8% | +5,832.7% |
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