+75.5%
ASML vs LMT
+89.7%
-14.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.6% | +6.6% | +5.1% |
| 7D | -9.0% | -11.0% | +2.0% | -8.8% |
| 30D | -21.0% | +13.6% | -34.6% | -21.0% |
| 3M | -16.3% | -2.1% | -14.2% | -16.0% |
| 6M | -7.5% | +11.7% | -19.2% | -7.7% |
| YTD | +34.0% | +19.4% | +14.6% | +33.3% |
| 1Y | +39.3% | +24.1% | +15.2% | +38.5% |
| 3Y | +128.9% | +36.2% | +92.7% | +124.2% |
| All | +75.5% | +89.7% | -14.3% | +86.0% |
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