+308.5%
CSCO vs LMT
+197.1%
+111.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.3% | -4.9% | -5.8% |
| 7D | +1.9% | +5.1% | -3.2% | +0.3% |
| 30D | -15.8% | +14.1% | -30.0% | -19.7% |
| 3M | -15.4% | +0.3% | -15.7% | -15.8% |
| 6M | -5.4% | +16.1% | -21.5% | -11.0% |
| YTD | +26.5% | +25.5% | +1.0% | +14.3% |
| 1Y | +25.9% | +34.1% | -8.2% | +10.7% |
| 3Y | +97.5% | +45.1% | +52.5% | +63.5% |
| 5Y | +93.0% | +100.9% | -7.9% | +33.1% |
| All | +308.5% | +197.1% | +111.4% | +136.4% |
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