+25.9%
LMT vs VRSK
-8.8%
+34.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.4% | -7.3% | -6.9% |
| 7D | -5.5% | +4.2% | -9.8% | -6.0% |
| 30D | +17.5% | +21.2% | -3.7% | +15.7% |
| 3M | +1.6% | +2.9% | -1.3% | +1.2% |
| 6M | +16.3% | +11.3% | +5.0% | +14.5% |
| YTD | +25.3% | -10.8% | +36.1% | +30.2% |
| 1Y | +25.9% | -9.2% | +35.0% | +29.5% |
| All | +25.9% | -8.8% | +34.7% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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