+83.3%
LMT vs PL
+46.6%
+36.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +14.5% | -10.8% | +3.4% |
| 7D | -8.5% | +10.9% | -19.4% | -8.8% |
| 30D | +15.4% | -16.4% | +31.8% | +15.8% |
| 3M | +0.7% | -39.9% | +40.6% | +1.6% |
| 6M | +17.6% | -63.2% | +80.8% | +19.7% |
| YTD | +23.8% | -27.1% | +50.9% | +24.1% |
| 1Y | +31.6% | +12.2% | +19.5% | +30.9% |
| 3Y | +44.0% | +584.3% | -540.3% | +37.6% |
| 5Y | +98.8% | +37.0% | +61.8% | +92.5% |
| All | +83.3% | +46.6% | +36.7% | +75.6% |
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