+182.8%
HIMS vs LMT
+63.3%
+119.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.5% |
| 7D | -3.9% | -6.3% | +2.3% | -4.2% |
| 30D | -12.4% | -8.5% | -4.0% | -12.9% |
| 3M | -1.1% | +1.8% | -2.9% | -1.1% |
| 6M | +68.4% | -19.9% | +88.4% | +67.0% |
| YTD | -14.7% | +10.6% | -25.2% | -14.5% |
| 1Y | -42.4% | +17.9% | -60.4% | -42.2% |
| 3Y | +304.5% | +27.0% | +277.6% | +305.3% |
| 5Y | +237.5% | +68.7% | +168.8% | +240.6% |
| All | +182.8% | +63.3% | +119.5% | +186.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling