+5,164.7%
LMT vs O
+5,387.7%
-223.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -6.3% | -0.7% | -5.5% | -6.1% |
| 30D | -8.5% | -1.9% | -6.6% | -8.1% |
| 3M | +1.8% | +3.8% | -2.0% | +0.8% |
| 6M | -19.9% | -4.7% | -15.2% | -19.1% |
| YTD | +10.6% | +12.5% | -1.9% | +7.3% |
| 1Y | +17.9% | +10.8% | +7.1% | +14.8% |
| 3Y | +27.0% | +28.8% | -1.8% | +18.3% |
| 5Y | +68.7% | +13.2% | +55.5% | +61.1% |
| 10Y | +181.1% | +53.5% | +127.6% | +141.8% |
| All | +5,164.7% | +5,387.7% | -223.0% | +2,288.7% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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