+152.0%
GE vs LMT
+197.1%
-45.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.9% |
| 7D | +2.7% | +5.1% | -2.5% | +0.3% |
| 30D | +8.1% | +14.1% | -6.1% | +0.9% |
| 3M | -7.9% | +0.3% | -8.1% | -8.6% |
| 6M | +12.9% | +16.1% | -3.2% | +3.8% |
| YTD | +8.2% | +25.5% | -17.3% | -5.1% |
| 1Y | +9.7% | +34.1% | -24.5% | -7.1% |
| 3Y | +266.1% | +45.1% | +221.0% | +190.4% |
| 5Y | +407.4% | +100.9% | +306.4% | +213.7% |
| All | +152.0% | +197.1% | -45.1% | +44.1% |
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