+92.7%
ASML vs LMT
+106.8%
-14.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.6% | +1.7% |
| 7D | +2.5% | +2.5% | 0.0% | +2.4% |
| 30D | -12.2% | +19.2% | -31.4% | -12.5% |
| 3M | -14.6% | +2.7% | -17.3% | -14.4% |
| 6M | -1.7% | +20.6% | -22.4% | -2.2% |
| YTD | +44.3% | +28.4% | +15.9% | +43.3% |
| 1Y | +51.0% | +36.9% | +14.1% | +49.7% |
| 3Y | +137.6% | +48.5% | +89.0% | +131.7% |
| 5Y | +92.7% | +107.6% | -14.9% | +107.4% |
| All | +92.7% | +106.8% | -14.1% | +107.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling