+934.0%
BE vs LMT
+104.4%
+829.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.4% |
| 7D | +9.7% | -0.5% | +10.3% | +9.9% |
| 30D | +22.4% | -10.8% | +33.2% | +26.9% |
| 3M | +10.4% | +1.6% | +8.8% | +8.0% |
| 6M | +67.9% | -17.6% | +85.4% | +78.1% |
| YTD | +197.5% | +11.6% | +185.9% | +177.5% |
| 1Y | +310.6% | +17.2% | +293.3% | +274.8% |
| 3Y | +1,657.2% | +35.7% | +1,621.5% | +1,361.1% |
| 5Y | +1,218.2% | +75.2% | +1,143.0% | +851.6% |
| All | +934.0% | +104.4% | +829.5% | +530.3% |
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