+2,077.5%
LLY vs LMT
+197.1%
+1,880.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.5% | +1.5% |
| 7D | +6.6% | +5.1% | +1.5% | +5.1% |
| 30D | +19.4% | +14.1% | +5.3% | +14.6% |
| 3M | +19.6% | +0.3% | +19.3% | +19.0% |
| 6M | +42.6% | +16.1% | +26.5% | +35.3% |
| YTD | +35.0% | +25.5% | +9.5% | +23.8% |
| 1Y | +42.0% | +34.1% | +7.9% | +27.3% |
| 3Y | +140.5% | +45.1% | +95.4% | +105.1% |
| 5Y | +479.9% | +100.9% | +378.9% | +325.5% |
| All | +2,077.5% | +197.1% | +1,880.4% | +1,330.2% |
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