+4,766.3%
COP vs LMT
+13,301.5%
-8,535.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.0% |
| 7D | +4.4% | +5.1% | -0.7% | +2.7% |
| 30D | 0.0% | +14.1% | -14.2% | -4.4% |
| 3M | +15.0% | +0.3% | +14.7% | +14.4% |
| 6M | +22.0% | +16.1% | +5.9% | +15.2% |
| YTD | +55.3% | +25.5% | +29.9% | +42.5% |
| 1Y | +64.1% | +34.1% | +30.0% | +47.2% |
| 3Y | +34.1% | +45.1% | -11.0% | +15.5% |
| 5Y | +133.4% | +100.9% | +32.4% | +81.6% |
| 10Y | +338.6% | +199.4% | +139.2% | +208.0% |
| All | +4,766.3% | +13,301.5% | -8,535.3% | +1,802.4% |
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