+188.9%
LMT vs RF
+334.9%
-146.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.2% | +2.3% |
| 7D | -1.5% | +2.7% | -4.2% | -2.1% |
| 30D | -8.2% | -3.4% | -4.9% | -7.6% |
| 3M | +3.7% | +6.4% | -2.6% | +2.4% |
| 6M | -19.2% | +13.4% | -32.6% | -21.2% |
| YTD | +12.9% | +14.2% | -1.4% | +9.5% |
| 1Y | +19.8% | +15.7% | +4.1% | +15.8% |
| 3Y | +37.3% | +91.3% | -54.1% | +17.1% |
| 5Y | +74.4% | +89.8% | -15.4% | +44.2% |
| 10Y | +188.9% | +336.7% | -147.8% | +79.3% |
| All | +188.9% | +334.9% | -146.0% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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