+203.4%
HD vs LMT
+191.8%
+11.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.9% |
| 7D | -3.9% | -0.5% | -3.4% | -3.8% |
| 30D | -13.1% | -10.8% | -2.4% | -10.1% |
| 3M | -3.4% | +1.6% | -5.0% | -4.6% |
| 6M | -12.6% | -17.6% | +5.0% | -7.6% |
| YTD | -9.2% | +11.6% | -20.8% | -14.0% |
| 1Y | -23.9% | +17.2% | -41.2% | -29.4% |
| 3Y | +0.4% | +35.7% | -35.3% | -14.1% |
| 5Y | +4.5% | +75.2% | -70.7% | -22.9% |
| All | +203.4% | +191.8% | +11.5% | +115.9% |
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