+143.7%
LLY vs LMT
+43.0%
+100.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.7% | +0.6% | +3.9% |
| 7D | +0.1% | -8.5% | +8.6% | +0.9% |
| 30D | +19.7% | +15.4% | +4.3% | +18.0% |
| 3M | +19.3% | +0.7% | +18.6% | +18.9% |
| 6M | +49.3% | +17.6% | +31.7% | +46.8% |
| YTD | +32.0% | +23.8% | +8.2% | +28.6% |
| 1Y | +53.7% | +31.6% | +22.1% | +48.7% |
| 3Y | +143.7% | +44.0% | +99.7% | +144.4% |
| All | +143.7% | +43.0% | +100.7% | +144.4% |
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