+11,186.3%
JPM vs LMT
+11,710.5%
-524.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.4% |
| 7D | +0.3% | -6.3% | +6.5% | +2.7% |
| 30D | -0.2% | -8.5% | +8.3% | +3.0% |
| 3M | +15.9% | +1.8% | +14.1% | +14.4% |
| 6M | +20.9% | -19.9% | +40.9% | +30.2% |
| YTD | +12.9% | +10.6% | +2.3% | +7.2% |
| 1Y | +20.3% | +17.9% | +2.4% | +11.3% |
| 3Y | +160.9% | +27.0% | +134.0% | +129.5% |
| 5Y | +154.8% | +68.7% | +86.2% | +96.4% |
| 10Y | +591.1% | +181.1% | +410.0% | +339.9% |
| All | +11,186.3% | +11,710.5% | -524.3% | +2,483.0% |
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