+1,821.9%
BA vs LMT
+11,710.5%
-9,888.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.5% |
| 7D | +1.2% | -6.3% | +7.4% | +4.1% |
| 30D | -11.6% | -8.5% | -3.1% | -8.2% |
| 3M | -2.4% | +1.8% | -4.2% | -3.9% |
| 6M | -6.6% | -19.9% | +13.3% | +2.2% |
| YTD | -2.2% | +10.6% | -12.8% | -8.0% |
| 1Y | -8.0% | +17.9% | -26.0% | -16.1% |
| 3Y | -5.0% | +27.0% | -31.9% | -18.5% |
| 5Y | -2.7% | +68.7% | -71.4% | -28.5% |
| 10Y | +75.9% | +181.1% | -105.2% | +8.9% |
| All | +1,821.9% | +11,710.5% | -9,888.6% | +347.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling