+155.5%
JPM vs LMT
+71.6%
+83.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.7% |
| 7D | -0.4% | -1.3% | +0.9% | -0.2% |
| 30D | -1.4% | -12.5% | +11.1% | +0.6% |
| 3M | +13.9% | -0.5% | +14.4% | +13.9% |
| 6M | +23.5% | -20.0% | +43.6% | +27.4% |
| YTD | +11.6% | +10.4% | +1.2% | +9.1% |
| 1Y | +21.4% | +17.7% | +3.7% | +17.3% |
| 3Y | +163.4% | +34.3% | +129.2% | +145.7% |
| All | +155.5% | +71.6% | +83.9% | +113.2% |
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