+220,352.3%
CSCO vs LMT
+12,976.8%
+207,375.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +1.0% |
| 7D | -0.7% | -6.3% | +5.6% | +1.2% |
| 30D | -10.1% | -8.5% | -1.6% | -7.8% |
| 3M | -15.7% | +1.8% | -17.5% | -16.6% |
| 6M | +36.3% | -19.9% | +56.2% | +44.3% |
| YTD | +43.8% | +10.6% | +33.3% | +37.8% |
| 1Y | +63.9% | +17.9% | +46.0% | +53.8% |
| 3Y | +104.4% | +27.0% | +77.4% | +84.3% |
| 5Y | +111.4% | +68.7% | +42.7% | +72.2% |
| 10Y | +361.7% | +181.1% | +180.6% | +221.9% |
| All | +220,352.3% | +12,976.8% | +207,375.5% | +55,552.4% |
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 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