+63.9%
CSCO vs LMT
+19.5%
+44.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +0.6% |
| 7D | -0.7% | -6.3% | +5.6% | -0.5% |
| 30D | -10.1% | -8.5% | -1.6% | -9.9% |
| 3M | -15.7% | +1.8% | -17.5% | -15.1% |
| 6M | +36.3% | -19.9% | +56.2% | +38.9% |
| YTD | +43.8% | +10.6% | +33.3% | +44.6% |
| 1Y | +63.9% | +17.9% | +46.0% | +68.9% |
| All | +63.9% | +19.5% | +44.4% | +68.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling