+209.9%
BKNG vs LMT
+191.8%
+18.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | -10.7% | -0.5% | -10.1% | -10.6% |
| 30D | -18.1% | -10.8% | -7.3% | -15.8% |
| 3M | +8.5% | +1.6% | +6.9% | +7.4% |
| 6M | -0.1% | -17.6% | +17.5% | +4.6% |
| YTD | -18.2% | +11.6% | -29.8% | -22.2% |
| 1Y | -19.9% | +17.2% | -37.1% | -25.0% |
| 3Y | +41.6% | +35.7% | +5.9% | +22.3% |
| 5Y | +93.1% | +75.2% | +17.9% | +42.4% |
| All | +209.9% | +191.8% | +18.1% | +110.5% |
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 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