+950.2%
BSX vs LMT
+9,108.8%
-8,158.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.7% |
| 7D | -7.0% | -1.3% | -5.7% | -6.7% |
| 30D | -10.9% | -12.5% | +1.6% | -6.9% |
| 3M | -8.2% | -0.5% | -7.7% | -8.5% |
| 6M | -37.5% | -20.0% | -17.4% | -32.8% |
| YTD | -52.8% | +10.4% | -63.2% | -54.9% |
| 1Y | -58.4% | +17.7% | -76.1% | -61.2% |
| 3Y | -16.5% | +34.3% | -50.8% | -27.2% |
| 5Y | -1.0% | +71.8% | -72.8% | -22.6% |
| 10Y | +91.2% | +187.0% | -95.7% | +23.9% |
| All | +950.2% | +9,108.8% | -8,158.7% | +177.7% |
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 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