+26.5%
BAC vs LMT
+19.5%
+7.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | -0.4% |
| 7D | +0.6% | -6.3% | +6.8% | +1.2% |
| 30D | -0.9% | -8.5% | +7.6% | 0.0% |
| 3M | +16.3% | +1.8% | +14.5% | +16.5% |
| 6M | +26.0% | -19.9% | +45.9% | +27.6% |
| YTD | +15.2% | +10.6% | +4.6% | +10.5% |
| 1Y | +26.5% | +17.9% | +8.6% | +25.6% |
| All | +26.5% | +19.5% | +7.0% | +25.6% |
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