+45.1%
LMT vs COO
-24.0%
+69.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -1.4% |
| 7D | +5.1% | +0.5% | +4.6% | +5.1% |
| 30D | +14.1% | +14.2% | 0.0% | +13.0% |
| 3M | +0.3% | -18.2% | +18.5% | +1.7% |
| 6M | +16.1% | +5.3% | +10.8% | +15.6% |
| YTD | +25.5% | -23.6% | +49.0% | +26.9% |
| 1Y | +34.1% | -12.7% | +46.8% | +34.9% |
| 3Y | +45.1% | -24.2% | +69.3% | +47.2% |
| All | +45.1% | -24.0% | +69.1% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling