+130.7%
C vs LMT
+69.3%
+61.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | +3.6% | -6.3% | +9.9% | +4.4% |
| 30D | +0.1% | -8.5% | +8.6% | +1.2% |
| 3M | +2.4% | +1.8% | +0.6% | +2.1% |
| 6M | +24.9% | -19.9% | +44.9% | +28.3% |
| YTD | +19.8% | +10.6% | +9.2% | +17.3% |
| 1Y | +44.9% | +17.9% | +26.9% | +40.6% |
| 3Y | +263.0% | +27.0% | +236.0% | +243.1% |
| All | +130.7% | +69.3% | +61.4% | +92.2% |
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