+1,580.3%
LLY vs LMT
+184.4%
+1,396.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.7% |
| 7D | -3.1% | -1.3% | -1.8% | -2.7% |
| 30D | -8.6% | -12.5% | +3.9% | -5.1% |
| 3M | -1.6% | -0.5% | -1.2% | -2.0% |
| 6M | +11.8% | -20.0% | +31.9% | +18.9% |
| YTD | +5.1% | +10.4% | -5.3% | +0.3% |
| 1Y | +50.7% | +17.7% | +33.0% | +40.6% |
| 3Y | +95.7% | +34.3% | +61.4% | +70.1% |
| 5Y | +390.2% | +71.8% | +318.4% | +276.3% |
| 10Y | +1,580.3% | +187.0% | +1,393.3% | +973.6% |
| All | +1,580.3% | +184.4% | +1,396.0% | +973.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling