+755.6%
GOOGL vs LMT
+188.6%
+567.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.0% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -1.4% | -13.1% | +11.7% | +1.7% |
| 3M | -5.3% | -3.9% | -1.5% | -4.8% |
| 6M | +9.8% | -18.3% | +28.0% | +14.7% |
| YTD | +8.4% | +10.3% | -2.0% | +4.5% |
| 1Y | +41.2% | +14.2% | +27.0% | +34.7% |
| 3Y | +149.6% | +35.0% | +114.6% | +119.9% |
| 5Y | +142.6% | +73.2% | +69.3% | +87.8% |
| All | +755.6% | +188.6% | +567.0% | +514.5% |
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