+16.0%
BX vs LMT
+73.4%
-57.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.0% |
| 7D | -8.9% | -0.5% | -8.4% | -8.8% |
| 30D | -14.8% | -10.8% | -4.0% | -13.4% |
| 3M | +6.9% | +1.6% | +5.3% | +6.6% |
| 6M | +16.3% | -17.6% | +33.8% | +18.7% |
| YTD | -16.1% | +11.6% | -27.7% | -17.8% |
| 1Y | -26.8% | +17.2% | -44.0% | -28.8% |
| 3Y | +22.4% | +35.7% | -13.3% | +15.9% |
| 5Y | +16.0% | +75.2% | -59.2% | +4.3% |
| All | +16.0% | +73.4% | -57.4% | +4.3% |
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