+230.7%
GM vs LMT
+1,141.7%
-911.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.5% |
| 7D | -1.1% | -1.3% | +0.2% | -0.6% |
| 30D | -4.6% | -12.5% | +7.9% | +0.3% |
| 3M | +0.2% | -0.5% | +0.7% | -0.6% |
| 6M | +12.6% | -20.0% | +32.6% | +21.9% |
| YTD | +3.7% | +10.4% | -6.7% | -2.8% |
| 1Y | +45.6% | +17.7% | +27.9% | +31.8% |
| 3Y | +162.0% | +34.3% | +127.7% | +116.5% |
| 5Y | +80.5% | +71.8% | +8.7% | +26.3% |
| 10Y | +231.3% | +187.0% | +44.4% | +62.5% |
| All | +230.7% | +1,141.7% | -911.0% | -50.1% |
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 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