+241.1%
LMT vs Z
+25.1%
+216.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.4% |
| 7D | -6.3% | -3.0% | -3.3% | -6.2% |
| 30D | -8.5% | -4.2% | -4.3% | -8.4% |
| 3M | +1.8% | -3.7% | +5.5% | +1.8% |
| 6M | -19.9% | -24.5% | +4.6% | -19.2% |
| YTD | +10.6% | -49.3% | +59.9% | +13.4% |
| 1Y | +17.9% | -58.7% | +76.6% | +22.0% |
| 3Y | +27.0% | -34.1% | +61.1% | +27.0% |
| 5Y | +68.7% | -64.5% | +133.2% | +72.3% |
| 10Y | +181.1% | -0.5% | +181.6% | +147.4% |
| All | +241.1% | +25.1% | +216.0% | +194.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling