+677.7%
HPE vs LMT
+243.3%
+434.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.1% | +5.7% | +7.0% |
| 7D | +10.1% | -1.5% | +11.7% | +10.8% |
| 30D | +5.3% | -8.2% | +13.5% | +8.7% |
| 3M | +12.7% | +3.7% | +9.0% | +10.2% |
| 6M | +167.7% | -19.2% | +186.8% | +188.3% |
| YTD | +135.5% | +12.9% | +122.6% | +119.9% |
| 1Y | +143.4% | +19.8% | +123.6% | +121.0% |
| 3Y | +249.2% | +37.3% | +211.9% | +186.1% |
| 5Y | +343.8% | +74.4% | +269.5% | +206.0% |
| 10Y | +495.9% | +188.9% | +307.0% | +244.2% |
| All | +677.7% | +243.3% | +434.4% | +324.3% |
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