+116.0%
LMT vs USHY
+49.7%
+66.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.2% | -0.7% | +0.5% | +0.5% |
| 30D | -13.1% | -0.7% | -12.4% | -12.5% |
| 3M | -3.9% | +0.1% | -3.9% | -4.0% |
| 6M | -18.3% | +1.8% | -20.0% | -19.8% |
| YTD | +10.3% | +1.8% | +8.6% | +8.3% |
| 1Y | +14.2% | +3.3% | +10.9% | +10.4% |
| 3Y | +35.0% | +27.0% | +8.0% | +4.6% |
| 5Y | +73.2% | +21.0% | +52.2% | +44.1% |
| All | +116.0% | +49.7% | +66.2% | +36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling