+68.0%
COST vs LMT
+36.0%
+32.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -2.5% | -0.5% | -2.0% | -2.4% |
| 30D | -4.4% | -10.8% | +6.3% | -3.3% |
| 3M | -8.1% | +1.6% | -9.7% | -8.3% |
| 6M | -9.2% | -17.6% | +8.3% | -7.4% |
| YTD | +5.1% | +11.6% | -6.5% | +3.8% |
| 1Y | -5.1% | +17.2% | -22.3% | -6.7% |
| All | +68.0% | +36.0% | +32.0% | +62.8% |
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