+208.8%
C vs LMT
+205.0%
+3.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.8% |
| 7D | -0.4% | -5.6% | +5.3% | +1.8% |
| 30D | -5.2% | +18.4% | -23.5% | -12.1% |
| 3M | -9.1% | +0.6% | -9.7% | -9.9% |
| 6M | -1.6% | +20.6% | -22.2% | -10.4% |
| YTD | +6.9% | +27.0% | -20.0% | -6.4% |
| 1Y | +23.0% | +36.9% | -13.9% | +3.8% |
| 3Y | +216.1% | +46.9% | +169.3% | +147.3% |
| 5Y | +112.2% | +104.2% | +8.1% | +28.6% |
| 10Y | +208.8% | +205.2% | +3.6% | +68.7% |
| All | +208.8% | +205.0% | +3.8% | +68.7% |
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 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