+25.3%
F vs LMT
+18.8%
+6.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.1% | -6.3% | -4.2% |
| 7D | +1.2% | -1.5% | +2.7% | +1.2% |
| 30D | +1.2% | -8.2% | +9.5% | +1.4% |
| 3M | -5.7% | +3.7% | -9.4% | -5.8% |
| 6M | +17.9% | -19.2% | +37.1% | +18.9% |
| YTD | +10.4% | +12.9% | -2.5% | +8.5% |
| 1Y | +25.3% | +19.8% | +5.5% | +17.6% |
| All | +25.3% | +18.8% | +6.5% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling