+107.7%
COST vs LMT
+72.2%
+35.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -4.7% | -13.1% | +8.3% | -2.6% |
| 3M | -7.1% | -3.9% | -3.2% | -6.7% |
| 6M | -8.5% | -18.3% | +9.7% | -5.6% |
| YTD | +5.4% | +10.3% | -5.0% | +3.1% |
| 1Y | -5.6% | +14.2% | -19.9% | -8.3% |
| 3Y | +68.5% | +35.0% | +33.5% | +55.9% |
| All | +107.7% | +72.2% | +35.5% | +79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling