-28.3%
BABA vs LMT
+89.7%
-118.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.1% |
| 7D | +11.6% | -11.0% | +22.6% | +10.5% |
| 30D | +2.3% | +13.6% | -11.3% | +3.4% |
| 3M | -13.7% | -2.1% | -11.6% | -13.8% |
| 6M | -21.9% | +11.7% | -33.6% | -20.9% |
| YTD | -24.6% | +19.4% | -44.0% | -22.6% |
| 1Y | -34.1% | +24.1% | -58.2% | -31.9% |
| 3Y | +36.3% | +36.2% | +0.1% | +44.9% |
| All | -28.3% | +89.7% | -118.0% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling