+99.9%
LMT vs COMP
-10.9%
+110.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.3% |
| 7D | +5.1% | 0.0% | +5.1% | +5.1% |
| 30D | +14.1% | +16.6% | -2.4% | +14.3% |
| 3M | +0.3% | -23.5% | +23.8% | +0.2% |
| 6M | +16.1% | +25.7% | -9.6% | +16.3% |
| YTD | +25.5% | -3.4% | +28.9% | +25.6% |
| 1Y | +34.1% | +7.6% | +26.5% | +34.3% |
| 3Y | +45.1% | +423.6% | -378.5% | +44.9% |
| All | +99.9% | -10.9% | +110.8% | +99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling