+17.9%
LMT vs Z
-58.8%
+76.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.6% |
| 7D | -6.3% | -3.0% | -3.3% | -6.4% |
| 30D | -8.5% | -4.2% | -4.3% | -8.6% |
| 3M | +1.8% | -3.7% | +5.5% | +1.9% |
| 6M | -19.9% | -24.5% | +4.6% | -20.8% |
| YTD | +10.6% | -49.3% | +59.9% | +7.4% |
| 1Y | +17.9% | -58.7% | +76.6% | +14.2% |
| All | +17.9% | -58.8% | +76.8% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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