-46.7%
CMCSA vs LMT
+73.4%
-120.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.3% |
| 7D | -5.6% | -0.5% | -5.0% | -5.5% |
| 30D | -1.9% | -10.8% | +8.9% | -0.9% |
| 3M | +6.4% | +1.6% | +4.8% | +6.1% |
| 6M | -16.9% | -17.6% | +0.6% | -15.3% |
| YTD | -6.8% | +11.6% | -18.4% | -8.7% |
| 1Y | -15.9% | +17.2% | -33.1% | -18.3% |
| 3Y | -33.4% | +35.7% | -69.2% | -37.4% |
| 5Y | -46.7% | +75.2% | -121.9% | -53.7% |
| All | -46.7% | +73.4% | -120.1% | -53.7% |
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 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