+243.8%
HPQ vs LMT
+188.6%
+55.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.1% | +9.5% | +8.7% |
| 7D | +9.8% | -0.2% | +10.0% | +9.7% |
| 30D | +22.4% | -13.1% | +35.4% | +27.4% |
| 3M | +45.2% | -3.9% | +49.0% | +45.8% |
| 6M | +96.4% | -18.3% | +114.7% | +107.8% |
| YTD | +65.4% | +10.3% | +55.1% | +56.7% |
| 1Y | +31.6% | +14.2% | +17.3% | +22.8% |
| 3Y | +37.0% | +35.0% | +2.0% | +15.2% |
| 5Y | +53.0% | +73.2% | -20.2% | +10.5% |
| All | +243.8% | +188.6% | +55.3% | +120.6% |
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 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