+197.1%
ABT vs LMT
+188.6%
+8.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.2% | -1.0% |
| 7D | -5.9% | -0.2% | -5.7% | -5.9% |
| 30D | -8.1% | -13.1% | +5.0% | -4.1% |
| 3M | +14.5% | -3.9% | +18.4% | +15.4% |
| 6M | -6.3% | -18.3% | +12.0% | -0.7% |
| YTD | -17.1% | +10.3% | -27.5% | -20.9% |
| 1Y | -21.4% | +14.2% | -35.6% | -25.9% |
| 3Y | +5.9% | +35.0% | -29.1% | -7.8% |
| 5Y | -12.8% | +73.2% | -86.0% | -33.6% |
| All | +197.1% | +188.6% | +8.5% | +100.6% |
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