+508.4%
F vs LMT
+12,650.4%
-12,142.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | +1.6% | -11.0% | +12.5% | +5.2% |
| 30D | +2.6% | +13.6% | -11.0% | -1.9% |
| 3M | -8.8% | -2.1% | -6.7% | -8.7% |
| 6M | +4.6% | +11.7% | -7.1% | -0.2% |
| YTD | -1.9% | +19.4% | -21.3% | -9.1% |
| 1Y | -0.8% | +24.1% | -24.8% | -9.3% |
| 3Y | +43.5% | +36.2% | +7.3% | +25.0% |
| 5Y | -12.1% | +90.7% | -102.8% | -32.8% |
| 10Y | +83.6% | +212.5% | -128.9% | +18.0% |
| All | +508.4% | +12,650.4% | -12,142.0% | +59.3% |
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