+188.9%
LMT vs P
+712.4%
-523.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.4% | +1.9% |
| 7D | -1.5% | +7.8% | -9.4% | -2.1% |
| 30D | -8.2% | +12.3% | -20.6% | -9.2% |
| 3M | +3.7% | +37.1% | -33.4% | +0.8% |
| 6M | -19.2% | +66.1% | -85.2% | -23.0% |
| YTD | +12.9% | +50.9% | -38.1% | +7.9% |
| 1Y | +19.8% | +27.2% | -7.4% | +15.3% |
| 3Y | +37.3% | +158.7% | -121.4% | +18.4% |
| 5Y | +74.4% | +291.1% | -216.7% | +38.5% |
| 10Y | +188.9% | +715.0% | -526.1% | +97.1% |
| All | +188.9% | +712.4% | -523.5% | +97.1% |
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