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  • GLW vs LMT✓SelectedUSD · LMTGLW vs LMT performance historyLatest closeAs of+5.68%09/04
Stock and ETF performance explorer

GLW vs LMT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,542.6%
LMT return
+11,710.5%
Excess return
-7,168.0%
Maximum drawdown
-99.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioLMTExcessAlpha
1D+5.7%-1.4%+7.1%+6.1%
7D+3.8%-6.3%+10.0%+5.8%
30D-1.3%-8.5%+7.1%+1.2%
3M-21.8%+1.8%-23.6%-23.1%
6M+6.9%-19.9%+26.8%+13.0%
YTD+77.2%+10.6%+66.6%+68.9%
1Y+123.2%+17.9%+105.3%+108.2%
3Y+400.0%+27.0%+373.0%+346.2%
5Y+342.8%+68.7%+274.1%+254.4%
10Y+771.4%+181.1%+590.3%+504.1%
All+4,542.6%+11,710.5%-7,168.0%+1,322.3%

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 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