+816.3%
LMT vs CAPR
-99.1%
+915.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.4% |
| 7D | -6.3% | -2.0% | -4.3% | -6.3% |
| 30D | -8.5% | +139.2% | -147.7% | -8.9% |
| 3M | +1.8% | -66.4% | +68.2% | +2.0% |
| 6M | -19.9% | -63.1% | +43.2% | -19.9% |
| YTD | +10.6% | -67.4% | +78.0% | +10.7% |
| 1Y | +17.9% | +58.2% | -40.3% | +16.2% |
| 3Y | +27.0% | +42.2% | -15.3% | +24.3% |
| 5Y | +68.7% | +87.3% | -18.6% | +64.5% |
| 10Y | +181.1% | -75.3% | +256.3% | +170.7% |
| All | +816.3% | -99.1% | +915.3% | +771.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling