+268.6%
ARM vs LMT
+45.1%
+223.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -4.8% |
| 7D | +9.1% | +5.1% | +4.0% | +9.9% |
| 30D | -19.9% | +14.1% | -34.1% | -17.4% |
| 3M | -31.6% | +0.3% | -31.9% | -30.9% |
| 6M | -13.9% | +16.1% | -30.0% | -10.2% |
| YTD | +74.3% | +25.5% | +48.8% | +84.6% |
| 1Y | +35.8% | +34.1% | +1.7% | +45.2% |
| 3Y | +268.6% | +45.1% | +223.5% | +382.9% |
| All | +268.6% | +45.1% | +223.5% | +382.9% |
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