+81.0%
BSX vs LMT
+188.6%
-107.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | -10.1% | -0.2% | -9.9% | -10.1% |
| 30D | -16.4% | -13.1% | -3.3% | -12.2% |
| 3M | -8.9% | -3.9% | -5.0% | -8.1% |
| 6M | -38.3% | -18.3% | -20.0% | -34.0% |
| YTD | -54.9% | +10.3% | -65.3% | -57.0% |
| 1Y | -58.8% | +14.2% | -73.0% | -61.3% |
| 3Y | -21.2% | +35.0% | -56.2% | -32.9% |
| 5Y | -3.3% | +73.2% | -76.6% | -29.9% |
| All | +81.0% | +188.6% | -107.6% | +28.7% |
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