+17,561.1%
LLY vs LMT
+11,710.5%
+5,850.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.5% |
| 7D | -2.1% | -6.3% | +4.1% | -0.6% |
| 30D | -1.6% | -8.5% | +6.9% | +0.5% |
| 3M | +2.3% | +1.8% | +0.5% | +1.4% |
| 6M | +14.9% | -19.9% | +34.8% | +20.8% |
| YTD | +7.5% | +10.6% | -3.1% | +3.8% |
| 1Y | +55.7% | +17.9% | +37.7% | +47.6% |
| 3Y | +110.6% | +27.0% | +83.6% | +93.3% |
| 5Y | +363.4% | +68.7% | +294.8% | +290.9% |
| 10Y | +1,649.0% | +181.1% | +1,467.9% | +1,188.5% |
| All | +17,561.1% | +11,710.5% | +5,850.6% | +7,079.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling