+83.4%
JNJ vs LMT
+73.4%
+10.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -4.3% | -0.5% | -3.8% | -4.3% |
| 30D | +3.0% | -10.8% | +13.8% | +5.0% |
| 3M | +12.2% | +1.6% | +10.6% | +11.6% |
| 6M | +10.5% | -17.6% | +28.0% | +13.7% |
| YTD | +30.8% | +11.6% | +19.2% | +27.5% |
| 1Y | +54.9% | +17.2% | +37.7% | +49.7% |
| 3Y | +80.7% | +35.7% | +44.9% | +68.1% |
| 5Y | +83.4% | +75.2% | +8.2% | +65.2% |
| All | +83.4% | +73.4% | +10.0% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling