+35.0%
LMT vs OMC
+10.5%
+24.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -1.1% |
| 7D | -0.2% | -4.4% | +4.2% | +0.2% |
| 30D | -13.1% | -7.6% | -5.5% | -12.4% |
| 3M | -3.9% | +4.5% | -8.4% | -4.4% |
| 6M | -18.3% | -0.3% | -18.0% | -18.4% |
| YTD | +10.3% | -0.1% | +10.5% | +9.8% |
| 1Y | +14.2% | +4.6% | +9.6% | +13.3% |
| 3Y | +35.0% | +10.5% | +24.5% | +34.0% |
| All | +35.0% | +10.5% | +24.5% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling