+22.3%
DIS vs LMT
+184.4%
-162.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.2% |
| 7D | -3.5% | -1.3% | -2.2% | -3.2% |
| 30D | +1.0% | -12.5% | +13.5% | +4.8% |
| 3M | +5.7% | -0.5% | +6.1% | +5.1% |
| 6M | +3.3% | -20.0% | +23.3% | +9.7% |
| YTD | -7.7% | +10.4% | -18.1% | -12.0% |
| 1Y | -10.0% | +17.7% | -27.7% | -16.1% |
| 3Y | +31.7% | +34.3% | -2.6% | +13.7% |
| 5Y | -42.2% | +71.8% | -114.0% | -56.4% |
| 10Y | +22.3% | +187.0% | -164.6% | -12.2% |
| All | +22.3% | +184.4% | -162.0% | -12.2% |
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