+11,573.1%
COST vs LMT
+11,692.1%
-119.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.3% |
| 7D | -2.8% | -1.3% | -1.5% | -2.5% |
| 30D | -5.3% | -12.5% | +7.2% | -2.2% |
| 3M | -6.7% | -0.5% | -6.2% | -6.9% |
| 6M | -9.9% | -20.0% | +10.1% | -5.4% |
| YTD | +5.1% | +10.4% | -5.3% | +1.7% |
| 1Y | -7.3% | +17.7% | -25.0% | -11.9% |
| 3Y | +70.4% | +34.3% | +36.1% | +54.5% |
| 5Y | +104.4% | +71.8% | +32.6% | +72.1% |
| 10Y | +609.0% | +187.0% | +422.0% | +414.8% |
| All | +11,573.1% | +11,692.1% | -119.0% | +3,805.0% |
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 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