+998.2%
C vs LMT
+12,650.4%
-11,652.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.2% |
| 7D | -2.4% | -11.0% | +8.6% | +2.3% |
| 30D | -6.0% | +13.6% | -19.6% | -11.4% |
| 3M | -10.5% | -2.1% | -8.4% | -10.4% |
| 6M | -5.7% | +11.7% | -17.4% | -11.4% |
| YTD | +4.1% | +19.4% | -15.2% | -5.9% |
| 1Y | +20.5% | +24.1% | -3.6% | +6.9% |
| 3Y | +208.1% | +36.2% | +172.0% | +155.2% |
| 5Y | +110.4% | +90.7% | +19.7% | +45.5% |
| 10Y | +234.6% | +212.5% | +22.1% | +87.0% |
| All | +998.2% | +12,650.4% | -11,652.1% | +124.8% |
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