+219.2%
CVX vs LMT
+188.6%
+30.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.1% |
| 7D | +2.6% | -0.2% | +2.8% | +2.7% |
| 30D | +9.8% | -13.1% | +22.9% | +16.1% |
| 3M | +16.2% | -3.9% | +20.1% | +17.3% |
| 6M | +13.6% | -18.3% | +31.9% | +22.5% |
| YTD | +44.4% | +10.3% | +34.0% | +35.3% |
| 1Y | +40.6% | +14.2% | +26.4% | +29.3% |
| 3Y | +48.2% | +35.0% | +13.2% | +21.4% |
| 5Y | +172.3% | +73.2% | +99.0% | +90.5% |
| All | +219.2% | +188.6% | +30.6% | +111.6% |
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