+361.5%
LLY vs LMT
+74.9%
+286.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.5% |
| 7D | -3.1% | -1.5% | -1.6% | -2.9% |
| 30D | -5.1% | -8.2% | +3.2% | -4.0% |
| 3M | -2.1% | +3.7% | -5.8% | -2.8% |
| 6M | +13.8% | -19.2% | +33.0% | +16.5% |
| YTD | +5.1% | +12.9% | -7.8% | +2.5% |
| 1Y | +53.1% | +19.8% | +33.3% | +47.8% |
| 3Y | +95.6% | +37.3% | +58.4% | +82.1% |
| 5Y | +361.5% | +74.4% | +287.1% | +317.1% |
| All | +361.5% | +74.9% | +286.6% | +317.1% |
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