+11,511.2%
LMT vs OMC
+5,896.1%
+5,615.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.5% |
| 7D | -1.5% | -5.8% | +4.2% | -0.3% |
| 30D | -8.2% | -4.8% | -3.4% | -7.3% |
| 3M | +3.7% | +9.2% | -5.5% | +1.5% |
| 6M | -19.2% | -2.5% | -16.7% | -19.1% |
| YTD | +12.9% | +2.6% | +10.3% | +11.2% |
| 1Y | +19.8% | +5.9% | +13.9% | +16.8% |
| 3Y | +37.3% | +14.2% | +23.1% | +29.5% |
| 5Y | +74.4% | +33.2% | +41.1% | +55.7% |
| 10Y | +188.9% | +33.4% | +155.5% | +150.3% |
| All | +11,511.2% | +5,896.1% | +5,615.1% | +5,246.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling