+207.0%
C vs LMT
+197.1%
+10.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | +4.2% | +5.1% | -0.9% | +2.1% |
| 30D | +2.0% | +14.1% | -12.2% | -4.0% |
| 3M | -10.1% | +0.3% | -10.4% | -10.8% |
| 6M | +1.0% | +16.1% | -15.1% | -6.5% |
| YTD | +8.5% | +25.5% | -17.0% | -4.5% |
| 1Y | +25.7% | +34.1% | -8.4% | +7.1% |
| 3Y | +216.0% | +45.1% | +170.9% | +148.5% |
| 5Y | +112.3% | +100.9% | +11.4% | +29.8% |
| All | +207.0% | +197.1% | +10.0% | +72.6% |
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