+1,376.8%
BAC vs LMT
+11,710.5%
-10,333.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.5% |
| 7D | +1.1% | -6.3% | +7.4% | +3.7% |
| 30D | -0.4% | -8.5% | +8.1% | +3.1% |
| 3M | +16.9% | +1.8% | +15.1% | +15.2% |
| 6M | +26.6% | -19.9% | +46.5% | +37.0% |
| YTD | +15.8% | +10.6% | +5.2% | +9.2% |
| 1Y | +27.2% | +17.9% | +9.2% | +16.5% |
| 3Y | +132.4% | +27.0% | +105.4% | +101.1% |
| 5Y | +72.6% | +68.7% | +3.9% | +29.2% |
| 10Y | +389.7% | +181.1% | +208.7% | +197.6% |
| All | +1,376.8% | +11,710.5% | -10,333.7% | +210.5% |
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