+499.9%
ABBV vs LMT
+191.8%
+308.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.3% |
| 7D | -2.0% | -0.5% | -1.5% | -1.9% |
| 30D | +2.0% | -10.8% | +12.7% | +5.2% |
| 3M | +14.2% | +1.6% | +12.6% | +13.0% |
| 6M | +14.1% | -17.6% | +31.6% | +19.9% |
| YTD | +14.2% | +11.6% | +2.7% | +9.2% |
| 1Y | +24.2% | +17.2% | +7.0% | +16.7% |
| 3Y | +89.8% | +35.7% | +54.1% | +66.5% |
| 5Y | +187.2% | +75.2% | +112.0% | +122.7% |
| All | +499.9% | +191.8% | +308.0% | +276.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling