+17.7%
LMT vs CAPR
+35.4%
-17.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.5% | -2.2% |
| 7D | -1.3% | -12.6% | +11.3% | -1.3% |
| 30D | -12.5% | +124.4% | -136.9% | -12.8% |
| 3M | -0.5% | -66.8% | +66.3% | -0.4% |
| 6M | -20.0% | -71.8% | +51.8% | -19.9% |
| YTD | +10.4% | -70.1% | +80.5% | +10.5% |
| 1Y | +17.7% | +33.3% | -15.6% | +17.5% |
| All | +17.7% | +35.4% | -17.7% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling