+233.0%
BAC vs LMT
+207.9%
+25.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.5% |
| 7D | -1.9% | +2.5% | -4.4% | -2.8% |
| 30D | -7.2% | +19.2% | -26.3% | -14.1% |
| 3M | -20.4% | +2.7% | -23.1% | -21.8% |
| 6M | +1.3% | +20.6% | -19.3% | -7.6% |
| YTD | -6.4% | +28.4% | -34.8% | -18.2% |
| 1Y | -3.5% | +36.9% | -40.4% | -18.2% |
| 3Y | +96.7% | +48.5% | +48.2% | +54.0% |
| 5Y | +20.6% | +107.6% | -87.0% | -25.9% |
| 10Y | +233.0% | +206.5% | +26.6% | +71.3% |
| All | +233.0% | +207.9% | +25.1% | +71.3% |
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