+120.2%
BKR vs LMT
+188.6%
-68.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.1% |
| 7D | -7.0% | -0.2% | -6.8% | -7.0% |
| 30D | -8.1% | -13.1% | +4.9% | -2.5% |
| 3M | -6.6% | -3.9% | -2.7% | -5.8% |
| 6M | +0.9% | -18.3% | +19.1% | +9.1% |
| YTD | +31.1% | +10.3% | +20.8% | +21.9% |
| 1Y | +27.7% | +14.2% | +13.5% | +16.3% |
| 3Y | +71.2% | +35.0% | +36.2% | +38.7% |
| 5Y | +177.6% | +73.2% | +104.4% | +91.0% |
| All | +120.2% | +188.6% | -68.4% | +39.8% |
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