+77.8%
JNJ vs LMT
+34.5%
+43.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | +2.3% | -13.1% | +15.4% | +4.7% |
| 3M | +12.0% | -3.9% | +15.9% | +12.4% |
| 6M | +10.5% | -18.3% | +28.7% | +13.6% |
| YTD | +30.4% | +10.3% | +20.1% | +27.6% |
| 1Y | +52.1% | +14.2% | +37.9% | +47.9% |
| 3Y | +77.8% | +35.0% | +42.8% | +64.4% |
| All | +77.8% | +34.5% | +43.3% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling