+11.7%
LMT vs Q
+75.4%
-63.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.1% |
| 7D | -0.5% | +4.1% | -4.6% | -0.5% |
| 30D | -10.8% | -10.7% | 0.0% | -10.8% |
| 3M | +1.6% | -11.7% | +13.3% | +0.7% |
| 6M | -17.6% | +8.3% | -25.9% | -19.3% |
| YTD | +11.6% | +51.3% | -39.7% | +5.2% |
| All | +11.7% | +75.4% | -63.7% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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