+73.0%
LMT vs PSX
+362.1%
-289.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -0.2% | +1.7% | -1.9% | -0.4% |
| 30D | -13.1% | +15.6% | -28.7% | -14.6% |
| 3M | -3.9% | +46.5% | -50.3% | -8.3% |
| 6M | -18.3% | +55.0% | -73.3% | -22.8% |
| YTD | +10.3% | +105.3% | -94.9% | +0.2% |
| 1Y | +14.2% | +101.6% | -87.4% | +3.8% |
| 3Y | +35.0% | +134.1% | -99.2% | +17.9% |
| All | +73.0% | +362.1% | -289.1% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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