+392.8%
HL vs LMT
+34.5%
+358.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -4.4% | -0.2% | -4.1% | -4.3% |
| 30D | +9.3% | -13.1% | +22.4% | +11.6% |
| 3M | +32.0% | -3.9% | +35.9% | +31.9% |
| 6M | -6.4% | -18.3% | +11.8% | -3.5% |
| YTD | +3.1% | +10.3% | -7.2% | -0.2% |
| 1Y | +77.6% | +14.2% | +63.3% | +71.3% |
| 3Y | +392.8% | +35.0% | +357.8% | +318.6% |
| All | +392.8% | +34.5% | +358.3% | +318.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling