+696.9%
AVGO vs LMT
+72.2%
+624.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.3% |
| 7D | +1.1% | -0.2% | +1.4% | +1.1% |
| 30D | -13.0% | -13.1% | +0.1% | -12.7% |
| 3M | -6.0% | -3.9% | -2.1% | -5.8% |
| 6M | +6.4% | -18.3% | +24.6% | +7.7% |
| YTD | +5.0% | +10.3% | -5.4% | +4.1% |
| 1Y | +1.4% | +14.2% | -12.8% | +0.3% |
| 3Y | +336.8% | +35.0% | +301.8% | +315.7% |
| All | +696.9% | +72.2% | +624.7% | +609.2% |
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