+185.8%
LMT vs OMC
+34.2%
+151.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -1.0% |
| 7D | -0.2% | -4.4% | +4.2% | +0.8% |
| 30D | -13.1% | -7.6% | -5.5% | -11.5% |
| 3M | -3.9% | +4.5% | -8.4% | -5.2% |
| 6M | -18.3% | -0.3% | -18.0% | -18.6% |
| YTD | +10.3% | -0.1% | +10.5% | +9.3% |
| 1Y | +14.2% | +4.6% | +9.6% | +11.5% |
| 3Y | +35.0% | +10.5% | +24.5% | +27.1% |
| 5Y | +73.2% | +31.7% | +41.5% | +48.9% |
| All | +185.8% | +34.2% | +151.6% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling