+62.9%
KO vs LMT
+36.0%
+26.9%
-15.5%
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% | +0.2% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | +1.6% | -10.8% | +12.3% | +2.9% |
| 3M | +5.8% | +1.6% | +4.2% | +5.3% |
| 6M | +14.3% | -17.6% | +31.8% | +17.2% |
| YTD | +27.3% | +11.6% | +15.7% | +23.9% |
| 1Y | +33.2% | +17.2% | +15.9% | +28.1% |
| All | +62.9% | +36.0% | +26.9% | +50.6% |
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 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