+1,156.2%
ABBV vs LMT
+727.0%
+429.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.0% |
| 7D | +0.4% | -6.3% | +6.6% | +2.5% |
| 30D | +4.2% | -8.5% | +12.7% | +7.1% |
| 3M | +14.8% | +1.8% | +13.0% | +13.4% |
| 6M | +10.3% | -19.9% | +30.2% | +17.8% |
| YTD | +14.9% | +10.6% | +4.3% | +9.5% |
| 1Y | +24.1% | +17.9% | +6.2% | +15.4% |
| 3Y | +91.9% | +27.0% | +65.0% | +69.8% |
| 5Y | +176.0% | +68.7% | +107.4% | +111.2% |
| 10Y | +502.9% | +181.1% | +321.9% | +241.8% |
| All | +1,156.2% | +727.0% | +429.2% | +331.0% |
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