+203.0%
LMT vs P
+652.6%
-449.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.4% | +2.6% |
| 7D | -5.6% | -13.3% | +7.7% | -4.7% |
| 30D | +18.4% | -34.0% | +52.3% | +21.4% |
| 3M | +0.6% | +4.1% | -3.5% | -0.5% |
| 6M | +20.6% | +30.5% | -9.9% | +16.5% |
| YTD | +27.0% | +52.2% | -25.2% | +20.6% |
| 1Y | +36.9% | +10.3% | +26.6% | +32.7% |
| 3Y | +46.9% | +180.9% | -134.0% | +24.7% |
| 5Y | +104.2% | +259.7% | -155.5% | +63.5% |
| All | +203.0% | +652.6% | -449.6% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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