+397.7%
BAC vs LMT
+184.4%
+213.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.3% |
| 7D | +0.6% | -1.3% | +2.0% | +1.1% |
| 30D | -1.4% | -12.5% | +11.1% | +4.1% |
| 3M | +15.7% | -0.5% | +16.2% | +15.1% |
| 6M | +32.2% | -20.0% | +52.2% | +44.0% |
| YTD | +15.8% | +10.4% | +5.4% | +8.3% |
| 1Y | +27.3% | +17.7% | +9.6% | +15.3% |
| 3Y | +137.5% | +34.3% | +103.2% | +93.4% |
| 5Y | +73.1% | +71.8% | +1.2% | +16.0% |
| 10Y | +397.7% | +187.0% | +210.8% | +172.1% |
| All | +397.7% | +184.4% | +213.4% | +172.1% |
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