+3,549.0%
LRCX vs LMT
+188.6%
+3,360.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.5% |
| 7D | -3.1% | -0.2% | -2.9% | -3.0% |
| 30D | -8.6% | -13.1% | +4.5% | -4.0% |
| 3M | -17.7% | -3.9% | -13.8% | -17.4% |
| 6M | +36.4% | -18.3% | +54.6% | +45.6% |
| YTD | +74.5% | +10.3% | +64.2% | +64.7% |
| 1Y | +159.4% | +14.2% | +145.2% | +140.8% |
| 3Y | +361.6% | +35.0% | +326.6% | +281.1% |
| 5Y | +425.2% | +73.2% | +352.0% | +262.2% |
| All | +3,549.0% | +188.6% | +3,360.5% | +2,184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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