+512.3%
F vs LMT
+13,125.0%
-12,612.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | -0.5% |
| 7D | -0.6% | -8.5% | +7.9% | +2.0% |
| 30D | +2.9% | +15.4% | -12.5% | -2.1% |
| 3M | -9.5% | +0.7% | -10.1% | -10.2% |
| 6M | +4.0% | +17.6% | -13.6% | -2.5% |
| YTD | -1.3% | +23.8% | -25.1% | -9.6% |
| 1Y | -1.9% | +31.6% | -33.6% | -12.1% |
| 3Y | +53.5% | +44.0% | +9.5% | +31.2% |
| 5Y | -15.1% | +98.8% | -114.0% | -36.0% |
| 10Y | +81.0% | +202.1% | -121.2% | +17.6% |
| All | +512.3% | +13,125.0% | -12,612.7% | +58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling