+2,049.9%
LLY vs LMT
+207.9%
+1,842.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +1.4% | +2.5% | -1.2% | +0.6% |
| 30D | +21.5% | +19.2% | +2.4% | +15.2% |
| 3M | +18.5% | +2.7% | +15.8% | +17.1% |
| 6M | +49.1% | +20.6% | +28.5% | +40.0% |
| YTD | +34.4% | +28.4% | +6.0% | +22.4% |
| 1Y | +46.3% | +36.9% | +9.4% | +30.4% |
| 3Y | +145.5% | +48.5% | +96.9% | +108.1% |
| 5Y | +472.7% | +107.6% | +365.1% | +316.3% |
| 10Y | +2,049.9% | +206.5% | +1,843.5% | +1,324.9% |
| All | +2,049.9% | +207.9% | +1,842.0% | +1,324.9% |
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 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