+294.7%
C vs LMT
+184.4%
+110.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.7% |
| 7D | +2.6% | -1.3% | +3.9% | +3.1% |
| 30D | +1.9% | -12.5% | +14.4% | +7.6% |
| 3M | +2.8% | -0.5% | +3.3% | +2.2% |
| 6M | +30.6% | -20.0% | +50.6% | +42.4% |
| YTD | +19.9% | +10.4% | +9.5% | +12.0% |
| 1Y | +44.6% | +17.7% | +26.8% | +30.7% |
| 3Y | +272.1% | +34.3% | +237.9% | +201.4% |
| 5Y | +132.0% | +71.8% | +60.2% | +52.7% |
| 10Y | +294.7% | +187.0% | +107.7% | +125.6% |
| All | +294.7% | +184.4% | +110.3% | +125.6% |
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