+1,163.5%
C vs LMT
+11,710.5%
-10,547.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | +3.6% | -6.3% | +9.9% | +6.5% |
| 30D | +0.1% | -8.5% | +8.6% | +3.8% |
| 3M | +2.4% | +1.8% | +0.6% | +0.8% |
| 6M | +24.9% | -19.9% | +44.9% | +35.8% |
| YTD | +19.8% | +10.6% | +9.2% | +12.5% |
| 1Y | +44.9% | +17.9% | +26.9% | +31.9% |
| 3Y | +263.0% | +27.0% | +236.0% | +210.5% |
| 5Y | +129.5% | +68.7% | +60.9% | +67.7% |
| 10Y | +291.6% | +181.1% | +110.5% | +129.8% |
| All | +1,163.5% | +11,710.5% | -10,547.0% | +168.8% |
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