+2.6%
HAL vs LMT
+188.6%
-186.0%
-91.4%
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% | 0.0% |
| 7D | -3.3% | -0.2% | -3.1% | -3.3% |
| 30D | +8.2% | -13.1% | +21.2% | +16.5% |
| 3M | -9.4% | -3.9% | -5.6% | -8.4% |
| 6M | +0.6% | -18.3% | +18.9% | +11.1% |
| YTD | +28.6% | +10.3% | +18.2% | +17.4% |
| 1Y | +63.9% | +14.2% | +49.7% | +45.7% |
| 3Y | -7.1% | +35.0% | -42.1% | -29.2% |
| 5Y | +102.3% | +73.2% | +29.1% | +26.9% |
| All | +2.6% | +188.6% | -186.0% | -35.0% |
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