+74.3%
F vs LMT
+205.0%
-130.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -1.5% |
| 7D | +1.0% | -5.6% | +6.6% | +2.6% |
| 30D | +2.1% | +18.4% | -16.2% | -3.8% |
| 3M | -10.3% | +0.6% | -10.9% | -11.0% |
| 6M | +3.3% | +20.6% | -17.3% | -4.3% |
| YTD | -2.0% | +27.0% | -28.9% | -11.8% |
| 1Y | -2.3% | +36.9% | -39.1% | -14.5% |
| 3Y | +49.9% | +46.9% | +3.0% | +24.0% |
| 5Y | -12.5% | +104.2% | -116.7% | -39.7% |
| 10Y | +74.3% | +205.2% | -131.0% | +9.4% |
| All | +74.3% | +205.0% | -130.7% | +9.4% |
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