+107.6%
LMT vs COO
-41.3%
+149.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.2% |
| 7D | +2.5% | -2.3% | +4.8% | +2.7% |
| 30D | +19.2% | +13.3% | +5.9% | +18.0% |
| 3M | +2.7% | -18.1% | +20.8% | +4.1% |
| 6M | +20.6% | +6.7% | +13.9% | +19.8% |
| YTD | +28.4% | -23.2% | +51.6% | +30.3% |
| 1Y | +36.9% | -12.3% | +49.2% | +37.7% |
| 3Y | +48.5% | -23.6% | +72.1% | +50.3% |
| 5Y | +107.6% | -38.7% | +146.3% | +109.4% |
| All | +107.6% | -41.3% | +149.0% | +109.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling