+189.0%
LMT vs Z
-6.2%
+195.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.8% | +1.2% |
| 7D | -0.5% | -11.6% | +11.0% | -0.1% |
| 30D | -10.8% | -8.5% | -2.3% | -10.5% |
| 3M | +1.6% | -7.9% | +9.5% | +1.8% |
| 6M | -17.6% | -29.1% | +11.5% | -16.6% |
| YTD | +11.6% | -54.2% | +65.8% | +14.9% |
| 1Y | +17.2% | -63.5% | +80.8% | +21.8% |
| 3Y | +35.7% | -38.6% | +74.3% | +36.0% |
| 5Y | +75.2% | -66.0% | +141.2% | +79.0% |
| All | +189.0% | -6.2% | +195.2% | +153.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling