+185.8%
LMT vs ZBRA
+435.2%
-249.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -3.0% | -1.4% |
| 7D | -0.2% | -3.4% | +3.2% | +0.2% |
| 30D | -13.1% | -7.4% | -5.7% | -12.2% |
| 3M | -3.9% | +57.5% | -61.4% | -10.6% |
| 6M | -18.3% | +64.0% | -82.2% | -24.7% |
| YTD | +10.3% | +44.3% | -34.0% | +3.3% |
| 1Y | +14.2% | +10.9% | +3.4% | +10.9% |
| 3Y | +35.0% | +37.5% | -2.5% | +22.6% |
| 5Y | +73.2% | -39.7% | +112.9% | +82.6% |
| All | +185.8% | +435.2% | -249.4% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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