+950.6%
BX vs LMT
+900.4%
+50.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.8% |
| 7D | -2.0% | -1.5% | -0.4% | -1.2% |
| 30D | -2.3% | -8.2% | +5.9% | +2.2% |
| 3M | +18.5% | +3.7% | +14.8% | +15.1% |
| 6M | +23.7% | -19.2% | +42.9% | +37.9% |
| YTD | -10.4% | +12.9% | -23.2% | -18.3% |
| 1Y | -19.6% | +19.8% | -39.4% | -29.5% |
| 3Y | +30.8% | +37.3% | -6.5% | +0.3% |
| 5Y | +24.3% | +74.4% | -50.0% | -23.0% |
| 10Y | +679.5% | +188.9% | +490.6% | +218.5% |
| All | +950.6% | +900.4% | +50.2% | +63.0% |
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