+60.7%
COP vs LMT
+26.0%
+34.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.9% | +1.7% | -3.9% |
| 7D | -8.1% | -5.5% | -2.6% | -7.1% |
| 30D | +6.7% | +17.5% | -10.8% | +4.1% |
| 3M | +16.9% | +1.6% | +15.3% | +16.6% |
| 6M | +11.2% | +16.3% | -5.1% | +8.1% |
| YTD | +49.5% | +25.3% | +24.3% | +39.5% |
| 1Y | +60.7% | +25.9% | +34.8% | +50.5% |
| All | +60.7% | +26.0% | +34.7% | +50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling