+215.0%
HIMS vs LMT
+73.4%
+141.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.6% |
| 7D | -1.4% | -0.5% | -0.8% | -1.4% |
| 30D | -10.1% | -10.8% | +0.7% | -10.6% |
| 3M | -1.2% | +1.6% | -2.8% | -1.4% |
| 6M | +16.9% | -17.6% | +34.5% | +16.2% |
| YTD | -15.5% | +11.6% | -27.1% | -15.6% |
| 1Y | -42.6% | +17.2% | -59.8% | -42.7% |
| 3Y | +320.2% | +35.7% | +284.5% | +307.7% |
| 5Y | +215.0% | +75.2% | +139.8% | +165.5% |
| All | +215.0% | +73.4% | +141.6% | +165.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling