+615.0%
F vs LMT
+11,710.5%
-11,095.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.9% |
| 7D | +5.3% | -6.3% | +11.6% | +7.5% |
| 30D | +4.6% | -8.5% | +13.1% | +7.4% |
| 3M | -3.7% | +1.8% | -5.5% | -5.0% |
| 6M | +16.8% | -19.9% | +36.8% | +24.3% |
| YTD | +15.3% | +10.6% | +4.7% | +10.0% |
| 1Y | +31.0% | +17.9% | +13.1% | +22.0% |
| 3Y | +45.4% | +27.0% | +18.5% | +29.8% |
| 5Y | +54.7% | +68.7% | -14.0% | +23.2% |
| 10Y | +98.2% | +181.1% | -82.9% | +32.1% |
| All | +615.0% | +11,710.5% | -11,095.5% | +92.8% |
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