-41.5%
DIS vs LMT
+74.9%
-116.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.5% |
| 7D | -1.1% | -1.5% | +0.4% | -0.9% |
| 30D | +0.1% | -8.2% | +8.4% | +1.0% |
| 3M | +7.1% | +3.7% | +3.3% | +6.4% |
| 6M | +4.3% | -19.2% | +23.4% | +6.7% |
| YTD | -6.9% | +12.9% | -19.8% | -9.0% |
| 1Y | -10.3% | +19.8% | -30.1% | -13.1% |
| 3Y | +32.8% | +37.3% | -4.4% | +23.5% |
| 5Y | -41.5% | +74.4% | -115.9% | -52.1% |
| All | -41.5% | +74.9% | -116.4% | -52.1% |
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