-16.2%
BA vs LMT
+45.1%
-61.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -1.1% | +5.1% | -6.2% | -2.0% |
| 30D | -7.1% | +14.1% | -21.3% | -9.5% |
| 3M | -25.5% | +0.3% | -25.8% | -25.6% |
| 6M | -28.7% | +16.1% | -44.8% | -30.9% |
| YTD | -21.0% | +25.5% | -46.5% | -24.7% |
| 1Y | -11.9% | +34.1% | -46.0% | -17.0% |
| 3Y | -16.2% | +45.1% | -61.2% | -26.9% |
| All | -16.2% | +45.1% | -61.2% | -26.9% |
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 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