+4,492.0%
COP vs LMT
+11,710.6%
-7,218.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -0.6% |
| 7D | +3.0% | -6.3% | +9.3% | +5.1% |
| 30D | +17.5% | -8.5% | +26.0% | +20.7% |
| 3M | +13.4% | +1.8% | +11.5% | +12.0% |
| 6M | +17.7% | -19.9% | +37.7% | +25.4% |
| YTD | +46.6% | +10.6% | +36.0% | +40.4% |
| 1Y | +44.6% | +17.9% | +26.7% | +35.4% |
| 3Y | +20.7% | +27.0% | -6.3% | +8.8% |
| 5Y | +185.0% | +68.7% | +116.4% | +134.4% |
| 10Y | +347.0% | +181.1% | +165.9% | +221.9% |
| All | +4,492.0% | +11,710.6% | -7,218.6% | +1,774.2% |
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