+780.7%
GOOG vs LMT
+188.6%
+592.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.7% | +1.8% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -2.0% | -13.1% | +11.1% | +1.1% |
| 3M | -5.9% | -3.9% | -2.0% | -5.4% |
| 6M | +8.9% | -18.3% | +27.2% | +13.7% |
| YTD | +7.1% | +10.3% | -3.2% | +3.3% |
| 1Y | +39.7% | +14.2% | +25.4% | +33.3% |
| 3Y | +145.8% | +35.0% | +110.9% | +116.9% |
| 5Y | +138.6% | +73.2% | +65.4% | +85.3% |
| All | +780.7% | +188.6% | +592.1% | +534.3% |
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