+562.0%
GLW vs LMT
+207.9%
+354.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.1% | +6.3% | +7.0% |
| 7D | +1.4% | +2.5% | -1.1% | +0.6% |
| 30D | -18.2% | +19.2% | -37.4% | -23.8% |
| 3M | -24.2% | +2.7% | -26.9% | -25.2% |
| 6M | -41.7% | +20.6% | -62.3% | -47.1% |
| YTD | +38.3% | +28.4% | +9.9% | +21.2% |
| 1Y | +38.2% | +36.9% | +1.3% | +17.3% |
| 3Y | +363.4% | +48.5% | +314.8% | +261.8% |
| 5Y | +254.6% | +107.6% | +147.0% | +113.6% |
| 10Y | +562.0% | +206.5% | +355.5% | +259.3% |
| All | +562.0% | +207.9% | +354.1% | +259.3% |
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