+36.2%
LMT vs PL
+455.3%
-419.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.4% | -12.0% | -1.8% |
| 7D | -11.0% | -6.8% | -4.1% | -10.8% |
| 30D | +13.6% | -29.3% | +42.9% | +14.4% |
| 3M | -2.1% | -44.8% | +42.7% | -1.0% |
| 6M | +11.7% | -68.4% | +80.1% | +14.1% |
| YTD | +19.4% | -36.4% | +55.7% | +20.2% |
| 1Y | +24.1% | +0.7% | +23.3% | +24.2% |
| 3Y | +36.2% | +455.3% | -419.2% | +33.8% |
| All | +36.2% | +455.3% | -419.2% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling