+180.7%
HIMS vs LMT
+62.9%
+117.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.2% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -8.2% | -13.1% | +4.9% | -8.8% |
| 3M | -4.7% | -3.9% | -0.8% | -5.0% |
| 6M | +6.3% | -18.3% | +24.6% | +5.5% |
| YTD | -15.3% | +10.3% | -25.6% | -15.1% |
| 1Y | -46.9% | +14.2% | -61.1% | -46.7% |
| 3Y | +321.3% | +35.0% | +286.3% | +321.0% |
| 5Y | +215.8% | +73.2% | +142.6% | +219.2% |
| All | +180.7% | +62.9% | +117.8% | +184.5% |
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