-10.1%
BA vs LMT
+35.1%
-45.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.8% |
| 7D | +1.1% | -11.0% | +12.0% | +3.2% |
| 30D | -7.9% | +13.6% | -21.5% | -10.3% |
| 3M | -25.3% | -2.1% | -23.2% | -25.1% |
| 6M | -24.6% | +11.7% | -36.3% | -26.4% |
| YTD | -20.1% | +19.4% | -39.5% | -23.1% |
| 1Y | -11.8% | +24.1% | -35.8% | -15.7% |
| 3Y | -10.1% | +36.2% | -46.3% | -20.2% |
| All | -10.1% | +35.1% | -45.2% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling