+28.1%
BA vs LMT
+198.5%
-170.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -2.8% |
| 7D | -1.7% | -8.5% | +6.8% | +3.3% |
| 30D | -9.5% | +15.4% | -24.9% | -17.8% |
| 3M | -26.5% | +0.7% | -27.1% | -27.6% |
| 6M | -27.4% | +17.6% | -45.0% | -35.8% |
| YTD | -20.6% | +23.8% | -44.4% | -33.3% |
| 1Y | -11.4% | +31.6% | -43.1% | -28.7% |
| 3Y | -10.8% | +44.0% | -54.8% | -36.6% |
| 5Y | -21.9% | +98.8% | -120.8% | -61.0% |
| 10Y | +28.1% | +202.1% | -174.0% | -46.2% |
| All | +28.1% | +198.5% | -170.3% | -46.2% |
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 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