+2,236.9%
CMCSA vs LMT
+11,710.6%
-9,473.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | -2.1% | -6.3% | +4.2% | -0.1% |
| 30D | +7.0% | -8.5% | +15.5% | +9.9% |
| 3M | +15.1% | +1.8% | +13.3% | +13.5% |
| 6M | -15.4% | -19.9% | +4.6% | -10.2% |
| YTD | -1.9% | +10.6% | -12.5% | -6.5% |
| 1Y | -12.7% | +17.9% | -30.7% | -18.8% |
| 3Y | -31.0% | +27.0% | -58.0% | -38.5% |
| 5Y | -46.1% | +68.7% | -114.8% | -57.1% |
| 10Y | +10.8% | +181.1% | -170.2% | -27.2% |
| All | +2,236.9% | +11,710.6% | -9,473.7% | +381.4% |
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