+34.1%
COP vs LMT
+45.1%
-11.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.8% |
| 7D | +4.4% | +5.1% | -0.7% | +3.3% |
| 30D | 0.0% | +14.1% | -14.2% | -2.5% |
| 3M | +15.0% | +0.3% | +14.7% | +14.8% |
| 6M | +22.0% | +16.1% | +5.9% | +18.0% |
| YTD | +55.3% | +25.5% | +29.9% | +47.1% |
| 1Y | +64.1% | +34.1% | +30.0% | +53.2% |
| 3Y | +34.1% | +45.1% | -11.0% | +22.0% |
| All | +34.1% | +45.1% | -11.0% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling