+77.2%
LMT vs COMP
-52.0%
+129.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.7% | -12.3% | -1.5% |
| 7D | -11.0% | +13.4% | -24.4% | -10.9% |
| 30D | +13.6% | +11.1% | +2.5% | +13.7% |
| 3M | -2.1% | -18.8% | +16.7% | -2.2% |
| 6M | +11.7% | +10.5% | +1.2% | +11.8% |
| YTD | +19.4% | -3.4% | +22.8% | +19.5% |
| 1Y | +24.1% | +19.7% | +4.4% | +24.2% |
| 3Y | +36.2% | +381.6% | -345.4% | +35.9% |
| 5Y | +90.7% | -17.6% | +108.3% | +89.1% |
| All | +77.2% | -52.0% | +129.1% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling