+189.5%
LQD vs LMT
+1,493.1%
-1,303.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.1% |
| 7D | 0.0% | -1.3% | +1.3% | 0.0% |
| 30D | -0.2% | -12.5% | +12.3% | 0.0% |
| 3M | -1.7% | -0.5% | -1.2% | -1.7% |
| 6M | -2.7% | -20.0% | +17.3% | -2.3% |
| YTD | -1.4% | +10.4% | -11.8% | -1.7% |
| 1Y | -1.0% | +17.7% | -18.7% | -1.4% |
| 3Y | +15.1% | +34.3% | -19.2% | +14.2% |
| 5Y | -5.2% | +71.8% | -77.0% | -6.3% |
| 10Y | +23.3% | +187.0% | -163.7% | +21.7% |
| All | +189.5% | +1,493.1% | -1,303.7% | +186.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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