+231.1%
GM vs LMT
+188.6%
+42.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -1.1% | -13.1% | +12.0% | +3.0% |
| 3M | +6.1% | -3.9% | +10.0% | +6.7% |
| 6M | +15.0% | -18.3% | +33.2% | +21.5% |
| YTD | +6.0% | +10.3% | -4.4% | +0.8% |
| 1Y | +47.1% | +14.2% | +32.9% | +37.5% |
| 3Y | +170.5% | +35.0% | +135.5% | +132.0% |
| 5Y | +80.5% | +73.2% | +7.3% | +34.8% |
| All | +231.1% | +188.6% | +42.5% | +157.6% |
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