+359.9%
CSCO vs LMT
+191.8%
+168.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.2% |
| 7D | -1.1% | -0.5% | -0.5% | -0.9% |
| 30D | -10.8% | -10.8% | 0.0% | -7.4% |
| 3M | -9.2% | +1.6% | -10.8% | -10.3% |
| 6M | +39.5% | -17.6% | +57.1% | +48.2% |
| YTD | +41.5% | +11.6% | +29.9% | +33.6% |
| 1Y | +61.0% | +17.2% | +43.7% | +48.8% |
| 3Y | +105.2% | +35.7% | +69.5% | +73.5% |
| 5Y | +113.4% | +75.2% | +38.2% | +55.0% |
| All | +359.9% | +191.8% | +168.0% | +190.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling