+1,749.1%
BMY vs LMT
+11,710.5%
-9,961.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.4% | -1.5% |
| 7D | +0.4% | -6.3% | +6.6% | +1.8% |
| 30D | +5.0% | -8.5% | +13.5% | +7.0% |
| 3M | +19.4% | +1.8% | +17.6% | +18.6% |
| 6M | +9.5% | -19.9% | +29.5% | +14.7% |
| YTD | +28.1% | +10.6% | +17.5% | +24.4% |
| 1Y | +50.0% | +17.9% | +32.0% | +43.3% |
| 3Y | +24.1% | +27.0% | -2.9% | +15.5% |
| 5Y | +25.0% | +68.7% | -43.7% | +7.9% |
| 10Y | +68.7% | +181.1% | -112.4% | +29.2% |
| All | +1,749.1% | +11,710.5% | -9,961.4% | +711.4% |
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