+133.9%
ASML vs LMT
+45.1%
+88.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.2% |
| 7D | +4.9% | +5.1% | -0.2% | +5.1% |
| 30D | -9.3% | +14.1% | -23.4% | -8.4% |
| 3M | -19.0% | +0.3% | -19.3% | -18.5% |
| 6M | -5.2% | +16.1% | -21.3% | -4.2% |
| YTD | +40.6% | +25.5% | +15.1% | +43.2% |
| 1Y | +47.5% | +34.1% | +13.4% | +51.3% |
| 3Y | +133.9% | +45.1% | +88.8% | +173.4% |
| All | +133.9% | +45.1% | +88.8% | +173.4% |
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