+24.3%
BMY vs LMT
+72.2%
-47.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | -4.8% | -0.2% | -4.6% | -4.7% |
| 30D | -0.1% | -13.1% | +13.0% | +2.3% |
| 3M | +13.1% | -3.9% | +17.0% | +13.6% |
| 6M | +8.4% | -18.3% | +26.7% | +11.7% |
| YTD | +22.0% | +10.3% | +11.6% | +19.3% |
| 1Y | +40.3% | +14.2% | +26.1% | +36.2% |
| 3Y | +20.5% | +35.0% | -14.5% | +12.6% |
| All | +24.3% | +72.2% | -47.9% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling