+47.0%
LMT vs COMP
+414.9%
-367.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | -1.0% |
| 7D | +4.8% | +8.9% | -4.0% | +5.0% |
| 30D | +19.9% | +14.0% | +5.9% | +20.2% |
| 3M | +0.2% | -21.1% | +21.3% | -0.2% |
| 6M | +17.4% | +20.1% | -2.7% | +17.9% |
| YTD | +27.2% | -5.0% | +32.2% | +27.4% |
| 1Y | +35.6% | +5.7% | +29.9% | +36.1% |
| All | +47.0% | +414.9% | -367.8% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 3y: compounded portfolio wealth divided by compounded COMP 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…
3y analysis · Full analysis span regression · 6 months rolling