+32,991.5%
GILD vs LMT
+9,481.2%
+23,510.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.5% |
| 7D | -4.8% | -0.2% | -4.6% | -4.8% |
| 30D | +5.8% | -13.1% | +18.8% | +9.6% |
| 3M | +14.9% | -3.9% | +18.8% | +15.6% |
| 6M | -0.4% | -18.3% | +17.9% | +4.5% |
| YTD | +18.5% | +10.3% | +8.2% | +14.4% |
| 1Y | +25.1% | +14.2% | +10.9% | +19.5% |
| 3Y | +105.9% | +35.0% | +70.9% | +85.5% |
| 5Y | +143.0% | +73.2% | +69.7% | +102.0% |
| 10Y | +162.4% | +186.8% | -24.4% | +87.5% |
| All | +32,991.5% | +9,481.2% | +23,510.3% | +15,791.5% |
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