+104.2%
LMT vs CAPR
+151.3%
-47.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -9.9% | +12.5% | +2.6% |
| 7D | -5.6% | +7.6% | -13.3% | -5.6% |
| 30D | +18.4% | +13.3% | +5.1% | +18.3% |
| 3M | +0.6% | +130.4% | -129.8% | +0.2% |
| 6M | +20.6% | -70.8% | +91.4% | +20.8% |
| YTD | +27.0% | -69.3% | +96.2% | +27.1% |
| 1Y | +36.9% | +59.5% | -22.7% | +35.2% |
| 3Y | +46.9% | +216.8% | -169.9% | +39.8% |
| 5Y | +104.2% | +152.7% | -48.5% | +90.9% |
| All | +104.2% | +151.3% | -47.1% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling