+193.0%
ARM vs LMT
+51.4%
+141.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.7% | +3.0% | +7.2% |
| 7D | -5.3% | -8.5% | +3.2% | -6.8% |
| 30D | -30.0% | +15.4% | -45.5% | -27.8% |
| 3M | -34.1% | +0.7% | -34.7% | -33.3% |
| 6M | -12.6% | +17.6% | -30.3% | -9.3% |
| YTD | +70.4% | +23.8% | +46.6% | +78.8% |
| 1Y | +22.3% | +31.6% | -9.4% | +29.2% |
| 3Y | +261.2% | +44.0% | +217.2% | +304.8% |
| All | +193.0% | +51.4% | +141.5% | +225.7% |
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