+463.3%
GLW vs LMT
+36.2%
+427.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.1% | +5.5% | +7.5% |
| 7D | +14.0% | -1.5% | +15.5% | +14.0% |
| 30D | +0.4% | -8.2% | +8.6% | +0.4% |
| 3M | -11.3% | +3.7% | -15.1% | -11.3% |
| 6M | +35.1% | -19.2% | +54.2% | +39.1% |
| YTD | +90.5% | +12.9% | +77.7% | +90.5% |
| 1Y | +132.0% | +19.8% | +112.2% | +131.0% |
| 3Y | +463.3% | +37.3% | +426.0% | +450.1% |
| All | +463.3% | +36.2% | +427.1% | +450.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling