+25.9%
LMT vs USHY
+1.9%
+24.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.7% | -7.6% | -6.7% |
| 7D | -5.5% | -0.2% | -5.3% | -5.3% |
| 30D | +17.5% | +0.7% | +16.8% | +17.6% |
| 3M | +1.6% | -2.2% | +3.8% | +2.1% |
| 6M | +16.3% | -0.9% | +17.2% | +16.4% |
| YTD | +25.3% | +0.2% | +25.1% | +25.9% |
| 1Y | +25.9% | +1.7% | +24.1% | +27.9% |
| All | +25.9% | +1.9% | +24.0% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling