+17.9%
LMT vs COO
+4.1%
+13.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.2% |
| 7D | -6.3% | -2.2% | -4.0% | -5.9% |
| 30D | -8.5% | -7.0% | -1.5% | -7.5% |
| 3M | +1.8% | +12.2% | -10.4% | +0.3% |
| 6M | -19.9% | -15.1% | -4.8% | -19.7% |
| YTD | +10.6% | -15.1% | +25.7% | +10.9% |
| 1Y | +17.9% | +2.3% | +15.6% | +17.9% |
| All | +17.9% | +4.1% | +13.8% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling