+867.9%
GLW vs LMT
+184.4%
+683.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.4% |
| 7D | +16.9% | -1.3% | +18.2% | +17.5% |
| 30D | +7.0% | -12.5% | +19.5% | +12.6% |
| 3M | -3.0% | -0.5% | -2.5% | -4.1% |
| 6M | +31.0% | -20.0% | +51.0% | +41.9% |
| YTD | +93.4% | +10.4% | +83.0% | +80.8% |
| 1Y | +134.7% | +17.7% | +117.0% | +112.6% |
| 3Y | +471.8% | +34.3% | +437.5% | +363.9% |
| 5Y | +394.5% | +71.8% | +322.6% | +229.4% |
| 10Y | +867.9% | +187.0% | +680.9% | +518.1% |
| All | +867.9% | +184.4% | +683.6% | +518.1% |
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