+193,725.9%
CSCO vs LMT
+14,738.4%
+178,987.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.3% | -4.9% | -5.9% |
| 7D | +1.9% | +5.1% | -3.2% | +0.5% |
| 30D | -15.8% | +14.1% | -30.0% | -19.2% |
| 3M | -15.4% | +0.3% | -15.7% | -15.8% |
| 6M | -5.4% | +16.1% | -21.5% | -10.3% |
| YTD | +26.5% | +25.5% | +1.0% | +16.4% |
| 1Y | +25.9% | +34.1% | -8.2% | +13.5% |
| 3Y | +97.5% | +45.1% | +52.5% | +71.1% |
| 5Y | +93.0% | +100.9% | -7.9% | +49.4% |
| 10Y | +308.6% | +199.4% | +109.2% | +179.0% |
| All | +193,725.9% | +14,738.4% | +178,987.5% | +46,905.5% |
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 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