+291.7%
LMT vs Z
+4.8%
+286.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.5% | +8.0% | +2.8% |
| 7D | -5.6% | -6.5% | +0.8% | -5.4% |
| 30D | +18.4% | -0.1% | +18.5% | +18.2% |
| 3M | +0.6% | -14.1% | +14.7% | +1.0% |
| 6M | +20.6% | -30.1% | +50.6% | +22.0% |
| YTD | +27.0% | -57.5% | +84.5% | +30.9% |
| 1Y | +36.9% | -60.3% | +97.2% | +41.5% |
| 3Y | +46.9% | -21.0% | +67.9% | +44.9% |
| 5Y | +104.2% | -54.9% | +159.1% | +104.6% |
| 10Y | +205.2% | -16.0% | +221.3% | +170.1% |
| All | +291.7% | +4.8% | +286.9% | +240.4% |
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