+2,841.0%
GE vs LMT
+13,301.5%
-10,460.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.7% |
| 7D | +2.7% | +5.1% | -2.5% | +1.0% |
| 30D | +8.1% | +14.1% | -6.1% | +3.0% |
| 3M | -7.9% | +0.3% | -8.1% | -8.3% |
| 6M | +12.9% | +16.1% | -3.2% | +6.5% |
| YTD | +8.2% | +25.5% | -17.3% | -1.0% |
| 1Y | +9.7% | +34.1% | -24.5% | -1.9% |
| 3Y | +266.1% | +45.1% | +221.0% | +215.3% |
| 5Y | +407.4% | +100.9% | +306.4% | +284.1% |
| 10Y | +150.3% | +199.4% | -49.1% | +69.0% |
| All | +2,841.0% | +13,301.5% | -10,460.5% | +777.2% |
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