+26.6%
BA vs LMT
+205.0%
-178.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -2.0% | -0.9% |
| 7D | 0.0% | -5.6% | +5.7% | +3.1% |
| 30D | -8.9% | +18.4% | -27.3% | -18.5% |
| 3M | -25.5% | +0.6% | -26.1% | -26.6% |
| 6M | -27.0% | +20.6% | -47.5% | -36.4% |
| YTD | -20.1% | +27.0% | -47.1% | -33.9% |
| 1Y | -11.0% | +36.9% | -47.9% | -30.1% |
| 3Y | -11.8% | +46.9% | -58.7% | -38.0% |
| 5Y | -20.6% | +104.2% | -124.8% | -61.0% |
| 10Y | +26.6% | +205.2% | -178.6% | -47.0% |
| All | +26.6% | +205.0% | -178.3% | -47.0% |
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 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