+88.2%
LMT vs PL
+41.8%
+46.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.9% |
| 7D | +4.8% | +22.3% | -17.4% | +4.3% |
| 30D | +19.9% | -8.3% | +28.2% | +20.0% |
| 3M | +0.2% | -43.3% | +43.4% | +1.3% |
| 6M | +17.4% | -65.8% | +83.3% | +19.8% |
| YTD | +27.2% | -29.5% | +56.7% | +27.5% |
| 1Y | +35.6% | +11.7% | +23.9% | +34.9% |
| 3Y | +47.1% | +540.6% | -493.5% | +40.8% |
| 5Y | +103.7% | +32.9% | +70.8% | +97.3% |
| All | +88.2% | +41.8% | +46.4% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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