-35.3%
BABA vs LMT
+26.0%
-61.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.9% | +11.8% | +4.8% |
| 7D | +4.3% | -5.5% | +9.8% | +4.1% |
| 30D | -5.0% | +17.5% | -22.4% | -5.7% |
| 3M | -18.4% | +1.6% | -20.0% | -18.5% |
| 6M | -20.3% | +16.3% | -36.6% | -20.6% |
| YTD | -27.5% | +25.3% | -52.8% | -26.5% |
| 1Y | -35.3% | +25.9% | -61.2% | -35.0% |
| All | -35.3% | +26.0% | -61.3% | -35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling