-23.9%
HD vs LMT
+19.2%
-43.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.6% |
| 7D | -3.9% | -0.5% | -3.4% | -3.9% |
| 30D | -13.1% | -10.8% | -2.4% | -12.6% |
| 3M | -3.4% | +1.6% | -5.0% | -3.5% |
| 6M | -12.6% | -17.6% | +5.0% | -11.6% |
| YTD | -9.2% | +11.6% | -20.8% | -12.0% |
| 1Y | -23.9% | +17.2% | -41.2% | -27.3% |
| All | -23.9% | +19.2% | -43.1% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling