+114.8%
CSCO vs LMT
+71.0%
+43.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.5% |
| 7D | 0.0% | -1.3% | +1.3% | +0.1% |
| 30D | -10.7% | -12.5% | +1.8% | -9.1% |
| 3M | -8.7% | -0.5% | -8.3% | -8.8% |
| 6M | +44.9% | -20.0% | +64.9% | +49.9% |
| YTD | +44.1% | +10.4% | +33.7% | +40.9% |
| 1Y | +65.9% | +17.7% | +48.2% | +60.2% |
| 3Y | +109.0% | +34.3% | +74.7% | +93.7% |
| 5Y | +114.8% | +71.8% | +42.9% | +87.5% |
| All | +114.8% | +71.0% | +43.7% | +87.5% |
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 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