-14.9%
HAL vs LMT
+197.1%
-211.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.8% |
| 7D | +6.1% | +5.1% | +1.0% | +3.1% |
| 30D | +2.9% | +14.1% | -11.2% | -5.0% |
| 3M | +3.3% | +0.3% | +3.1% | +2.2% |
| 6M | -16.9% | +16.1% | -33.0% | -25.2% |
| YTD | +21.2% | +25.5% | -4.3% | +2.1% |
| 1Y | +27.5% | +34.1% | -6.6% | +2.9% |
| 3Y | -6.4% | +45.1% | -51.5% | -31.8% |
| 5Y | +58.0% | +100.9% | -42.9% | -10.1% |
| All | -14.9% | +197.1% | -211.9% | -50.8% |
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