+72.0%
LMT vs PL
+82.7%
-10.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -1.4% |
| 7D | -6.3% | -9.3% | +3.0% | -6.1% |
| 30D | -8.5% | -18.9% | +10.4% | -8.1% |
| 3M | +1.8% | -58.4% | +60.2% | +3.6% |
| 6M | -19.9% | -30.3% | +10.4% | -19.6% |
| YTD | +10.6% | -8.1% | +18.7% | +10.4% |
| 1Y | +17.9% | +180.5% | -162.5% | +15.7% |
| 3Y | +27.0% | +444.1% | -417.2% | +22.1% |
| All | +72.0% | +82.7% | -10.7% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling