+128.9%
ASML vs LMT
+35.1%
+93.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.6% | +6.6% | +5.0% |
| 7D | -9.0% | -11.0% | +2.0% | -9.4% |
| 30D | -21.0% | +13.6% | -34.6% | -20.2% |
| 3M | -16.3% | -2.1% | -14.2% | -15.8% |
| 6M | -7.5% | +11.7% | -19.2% | -6.6% |
| YTD | +34.0% | +19.4% | +14.6% | +36.3% |
| 1Y | +39.3% | +24.1% | +15.2% | +42.2% |
| 3Y | +128.9% | +36.2% | +92.7% | +162.8% |
| All | +128.9% | +35.1% | +93.8% | +162.8% |
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 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