+142.9%
HOOD vs LMT
+87.4%
+55.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.8% | +4.1% |
| 7D | -3.2% | +2.5% | -5.8% | -3.0% |
| 30D | -22.6% | +19.2% | -41.7% | -21.1% |
| 3M | -10.4% | +2.7% | -13.1% | -9.6% |
| 6M | +4.7% | +20.6% | -15.9% | +6.5% |
| YTD | -25.2% | +28.4% | -53.6% | -22.8% |
| 1Y | -35.9% | +36.9% | -72.8% | -33.3% |
| 3Y | +927.7% | +48.5% | +879.2% | +985.0% |
| 5Y | +147.5% | +107.6% | +39.9% | +186.2% |
| All | +142.9% | +87.4% | +55.5% | +86.2% |
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