+296.4%
ARM vs LMT
+35.2%
+261.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.4% | +5.4% | +3.7% |
| 7D | +5.5% | -6.3% | +11.7% | +4.4% |
| 30D | -8.2% | -8.5% | +0.3% | -9.4% |
| 3M | -35.9% | +1.8% | -37.8% | -35.4% |
| 6M | +103.1% | -19.9% | +123.1% | +100.7% |
| YTD | +130.6% | +10.6% | +120.0% | +135.5% |
| 1Y | +86.1% | +17.9% | +68.1% | +91.8% |
| All | +296.4% | +35.2% | +261.2% | +328.9% |
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 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