+1,668.5%
LITE vs LMT
+34.2%
+1,634.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +3.8% |
| 7D | -1.5% | -6.3% | +4.7% | -2.5% |
| 30D | +6.7% | -8.5% | +15.2% | +5.3% |
| 3M | -6.8% | +1.8% | -8.6% | -5.8% |
| 6M | +29.4% | -19.9% | +49.4% | +28.4% |
| YTD | +139.1% | +10.6% | +128.5% | +145.1% |
| 1Y | +521.0% | +17.9% | +503.0% | +537.6% |
| All | +1,668.5% | +34.2% | +1,634.3% | +1,816.9% |
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