+18.4%
LMT vs ZYBT
-58.9%
+77.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -1.1% |
| 7D | -0.2% | -3.7% | +3.5% | -0.2% |
| 30D | -13.1% | 0.0% | -13.1% | -13.1% |
| 3M | -3.9% | +72.2% | -76.1% | -4.0% |
| 6M | -18.3% | +103.1% | -121.4% | -18.4% |
| YTD | +10.3% | +34.8% | -24.4% | +10.2% |
| 1Y | +14.2% | -83.2% | +97.4% | +14.1% |
| All | +18.4% | -58.9% | +77.3% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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