+67.2%
F vs LMT
+201.1%
-133.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.5% |
| 7D | -3.9% | +4.8% | -8.7% | -5.3% |
| 30D | -0.5% | +19.9% | -20.3% | -6.6% |
| 3M | -12.9% | +0.2% | -13.1% | -13.5% |
| 6M | +1.5% | +17.4% | -15.9% | -5.0% |
| YTD | -5.0% | +27.2% | -32.2% | -14.6% |
| 1Y | -7.3% | +35.6% | -42.9% | -18.7% |
| 3Y | +45.3% | +47.1% | -1.8% | +20.0% |
| 5Y | -15.8% | +103.7% | -119.4% | -42.0% |
| All | +67.2% | +201.1% | -133.9% | +5.0% |
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