-3.5%
HD vs LMT
+38.5%
-42.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | 0.0% |
| 7D | -1.2% | +2.5% | -3.7% | -1.4% |
| 30D | +20.9% | +19.2% | +1.7% | +19.0% |
| 3M | -0.2% | +2.7% | -2.8% | -1.1% |
| 6M | +14.5% | +20.6% | -6.1% | +12.5% |
| YTD | +4.3% | +28.4% | -24.1% | -0.3% |
| 1Y | -3.5% | +36.9% | -40.4% | -6.3% |
| All | -3.5% | +38.5% | -42.0% | -6.3% |
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