+133.6%
HOOD vs LMT
+85.6%
+48.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.9% |
| 7D | +3.8% | +4.8% | -1.1% | +4.3% |
| 30D | -26.4% | +19.9% | -46.2% | -25.0% |
| 3M | -14.3% | +0.2% | -14.5% | -13.7% |
| 6M | +3.9% | +17.4% | -13.5% | +5.6% |
| YTD | -28.1% | +27.2% | -55.2% | -25.8% |
| 1Y | -38.8% | +35.6% | -74.4% | -36.4% |
| 3Y | +888.5% | +47.1% | +841.4% | +942.6% |
| 5Y | +131.0% | +103.7% | +27.4% | +165.9% |
| All | +133.6% | +85.6% | +48.1% | +78.9% |
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