+49.9%
COP vs LMT
+19.2%
+30.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | +1.0% | -0.5% | +1.5% | +1.0% |
| 30D | +9.6% | -10.8% | +20.3% | +11.6% |
| 3M | +15.0% | +1.6% | +13.4% | +14.4% |
| 6M | +21.8% | -17.6% | +39.3% | +28.4% |
| YTD | +49.6% | +11.6% | +38.0% | +41.6% |
| 1Y | +49.9% | +17.2% | +32.6% | +45.0% |
| All | +49.9% | +19.2% | +30.7% | +45.0% |
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