+148.0%
ADBE vs LMT
+191.8%
-43.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.4% | -2.7% |
| 7D | -12.9% | -0.5% | -12.4% | -12.8% |
| 30D | -5.6% | -10.8% | +5.1% | -2.6% |
| 3M | +6.6% | +1.6% | +5.0% | +5.5% |
| 6M | -9.6% | -17.6% | +8.0% | -4.7% |
| YTD | -28.9% | +11.6% | -40.5% | -32.6% |
| 1Y | -28.9% | +17.2% | -46.2% | -33.9% |
| 3Y | -55.6% | +35.7% | -91.3% | -62.2% |
| 5Y | -62.2% | +75.2% | -137.4% | -72.4% |
| All | +148.0% | +191.8% | -43.8% | +62.8% |
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