+2,660.6%
AVGO vs LMT
+197.1%
+2,463.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.3% | -3.4% | -4.4% |
| 7D | +18.2% | +5.1% | +13.0% | +16.8% |
| 30D | +0.2% | +14.1% | -13.9% | -3.2% |
| 3M | -16.8% | +0.3% | -17.1% | -17.1% |
| 6M | -16.5% | +16.1% | -32.6% | -20.4% |
| YTD | +0.8% | +25.5% | -24.6% | -7.1% |
| 1Y | +2.8% | +34.1% | -31.3% | -7.3% |
| 3Y | +278.5% | +45.1% | +233.5% | +221.1% |
| 5Y | +573.1% | +100.9% | +472.1% | +382.6% |
| All | +2,660.6% | +197.1% | +2,463.5% | +1,618.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling