+223.3%
HOOD vs LMT
+61.0%
+162.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.8% |
| 7D | -7.8% | -0.2% | -7.6% | -7.8% |
| 30D | +18.6% | -13.1% | +31.7% | +17.5% |
| 3M | +22.1% | -3.9% | +25.9% | +21.7% |
| 6M | +43.1% | -18.3% | +61.3% | +40.7% |
| YTD | -0.5% | +10.3% | -10.8% | +1.0% |
| 1Y | -4.4% | +14.2% | -18.6% | -2.5% |
| 3Y | +938.5% | +35.0% | +903.5% | +983.4% |
| 5Y | +173.4% | +73.2% | +100.2% | +235.6% |
| All | +223.3% | +61.0% | +162.3% | +143.7% |
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