+228.9%
ARM vs LMT
+35.1%
+193.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +4.5% |
| 7D | -15.2% | -11.0% | -4.3% | -16.9% |
| 30D | -40.7% | +13.6% | -54.3% | -38.7% |
| 3M | -39.1% | -2.1% | -37.0% | -38.5% |
| 6M | -26.4% | +11.7% | -38.1% | -23.8% |
| YTD | +59.7% | +19.4% | +40.4% | +67.8% |
| 1Y | +10.3% | +24.1% | -13.7% | +16.6% |
| 3Y | +228.9% | +36.2% | +192.7% | +317.4% |
| All | +228.9% | +35.1% | +193.8% | +317.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling