+37.3%
LMT vs COO
-23.3%
+60.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +2.3% |
| 7D | -1.5% | -2.3% | +0.8% | -1.4% |
| 30D | -8.2% | -8.8% | +0.6% | -7.6% |
| 3M | +3.7% | +1.3% | +2.4% | +3.7% |
| 6M | -19.2% | -11.6% | -7.6% | -18.8% |
| YTD | +12.9% | -17.4% | +30.3% | +13.7% |
| 1Y | +19.8% | -1.6% | +21.4% | +19.8% |
| 3Y | +37.3% | -22.6% | +59.9% | +40.0% |
| All | +37.3% | -23.3% | +60.6% | +40.0% |
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