+74.4%
LMT vs Z
-67.0%
+141.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.4% | +8.5% | +2.0% |
| 7D | -1.5% | -3.3% | +1.7% | -1.6% |
| 30D | -8.2% | -3.7% | -4.5% | -8.3% |
| 3M | +3.7% | -7.0% | +10.7% | +3.7% |
| 6M | -19.2% | -29.5% | +10.3% | -19.2% |
| YTD | +12.9% | -52.6% | +65.4% | +12.9% |
| 1Y | +19.8% | -64.0% | +83.8% | +20.0% |
| 3Y | +37.3% | -36.4% | +73.7% | +37.1% |
| 5Y | +74.4% | -65.8% | +140.1% | +71.6% |
| All | +74.4% | -67.0% | +141.4% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling