+64.1%
LMT vs COMP
-47.7%
+111.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.4% |
| 7D | -6.3% | +1.4% | -7.6% | -6.3% |
| 30D | -8.5% | -13.3% | +4.8% | -8.6% |
| 3M | +1.8% | +41.1% | -39.3% | +2.0% |
| 6M | -19.9% | +17.2% | -37.1% | -19.9% |
| YTD | +10.6% | +5.2% | +5.4% | +10.7% |
| 1Y | +17.9% | +18.9% | -1.0% | +18.1% |
| 3Y | +27.0% | +215.9% | -189.0% | +27.0% |
| 5Y | +68.7% | -31.2% | +99.9% | +66.3% |
| All | +64.1% | -47.7% | +111.8% | +58.8% |
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