+580.4%
LITE vs LMT
+105.8%
+474.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.6% |
| 7D | +22.6% | +4.8% | +17.7% | +22.7% |
| 30D | -36.8% | +19.9% | -56.6% | -35.8% |
| 3M | -33.0% | +0.2% | -33.2% | -32.5% |
| 6M | -37.1% | +17.4% | -54.5% | -36.0% |
| YTD | +69.5% | +27.2% | +42.3% | +72.3% |
| 1Y | +146.1% | +35.6% | +110.5% | +149.9% |
| 3Y | +1,440.8% | +47.1% | +1,393.7% | +1,425.0% |
| 5Y | +580.4% | +103.7% | +476.8% | +529.6% |
| All | +580.4% | +105.8% | +474.7% | +529.6% |
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 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