+6,467.5%
ABT vs LMT
+11,955.0%
-5,487.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -3.1% |
| 7D | -3.1% | -1.5% | -1.6% | -2.8% |
| 30D | -2.1% | -8.2% | +6.1% | -0.1% |
| 3M | +17.4% | +3.7% | +13.7% | +15.9% |
| 6M | -2.4% | -19.2% | +16.8% | +2.5% |
| YTD | -14.2% | +12.9% | -27.1% | -17.6% |
| 1Y | -18.3% | +19.8% | -38.1% | -22.8% |
| 3Y | +11.5% | +37.3% | -25.8% | +0.6% |
| 5Y | -9.9% | +74.4% | -84.3% | -24.8% |
| 10Y | +204.4% | +188.9% | +15.5% | +122.1% |
| All | +6,467.5% | +11,955.0% | -5,487.4% | +2,149.1% |
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