+1,094.1%
BAC vs LMT
+13,460.7%
-12,366.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.3% | -0.7% |
| 7D | +2.1% | -5.6% | +7.7% | +4.2% |
| 30D | -6.7% | +18.4% | -25.1% | -13.3% |
| 3M | -20.2% | +0.6% | -20.8% | -21.1% |
| 6M | -0.2% | +20.6% | -20.8% | -8.8% |
| YTD | -6.4% | +27.0% | -33.3% | -17.0% |
| 1Y | -3.1% | +36.9% | -40.0% | -16.8% |
| 3Y | +96.7% | +46.9% | +49.9% | +59.9% |
| 5Y | +21.3% | +104.2% | -82.9% | -16.2% |
| 10Y | +237.7% | +205.2% | +32.5% | +97.5% |
| All | +1,094.1% | +13,460.7% | -12,366.6% | +135.9% |
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