+116.1%
LMT vs USHY
+50.4%
+65.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.0% |
| 7D | -1.3% | -0.1% | -1.2% | -1.2% |
| 30D | -12.5% | 0.0% | -12.5% | -12.5% |
| 3M | -0.5% | +0.8% | -1.3% | -1.3% |
| 6M | -20.0% | +1.9% | -21.9% | -21.6% |
| YTD | +10.4% | +2.3% | +8.1% | +7.8% |
| 1Y | +17.7% | +4.1% | +13.6% | +12.8% |
| 3Y | +34.3% | +27.8% | +6.5% | +3.3% |
| 5Y | +71.8% | +21.5% | +50.3% | +42.4% |
| All | +116.1% | +50.4% | +65.7% | +35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling