+19.3%
BABA vs LMT
+350.1%
-330.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.7% | -7.4% | -4.3% |
| 7D | +3.8% | -8.5% | +12.4% | +5.1% |
| 30D | -5.4% | +15.4% | -20.8% | -7.9% |
| 3M | -17.9% | +0.7% | -18.6% | -18.3% |
| 6M | -24.1% | +17.6% | -41.7% | -26.7% |
| YTD | -27.4% | +23.8% | -51.3% | -30.7% |
| 1Y | -36.1% | +31.6% | -67.7% | -39.7% |
| 3Y | +35.4% | +44.0% | -8.6% | +23.4% |
| 5Y | -30.1% | +98.8% | -128.9% | -44.0% |
| 10Y | +15.8% | +202.1% | -186.3% | -26.6% |
| All | +19.3% | +350.1% | -330.8% | -38.8% |
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