+287.1%
LMT vs Z
+7.8%
+279.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -1.5% |
| 7D | +5.1% | +0.8% | +4.3% | +5.1% |
| 30D | +14.1% | +5.2% | +8.9% | +13.8% |
| 3M | +0.3% | -17.0% | +17.3% | +0.8% |
| 6M | +16.1% | -22.7% | +38.8% | +16.9% |
| YTD | +25.5% | -56.3% | +81.8% | +29.2% |
| 1Y | +34.1% | -57.7% | +91.8% | +38.3% |
| 3Y | +45.1% | -16.5% | +61.6% | +42.7% |
| 5Y | +100.9% | -53.4% | +154.4% | +101.0% |
| 10Y | +199.4% | -15.9% | +215.4% | +165.0% |
| All | +287.1% | +7.8% | +279.3% | +236.0% |
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