+16.7%
BABA vs LMT
+190.3%
-173.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.8% |
| 7D | -0.2% | -1.5% | +1.4% | 0.0% |
| 30D | -12.3% | -8.2% | -4.0% | -11.3% |
| 3M | -5.3% | +3.7% | -9.0% | -6.0% |
| 6M | -13.1% | -19.2% | +6.1% | -10.6% |
| YTD | -22.4% | +12.9% | -35.3% | -24.0% |
| 1Y | -19.5% | +19.8% | -39.3% | -21.8% |
| 3Y | +32.9% | +37.3% | -4.3% | +24.2% |
| 5Y | -29.9% | +74.4% | -104.3% | -40.3% |
| 10Y | +16.7% | +188.9% | -172.2% | -6.2% |
| All | +16.7% | +190.3% | -173.6% | -6.2% |
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 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