+0.8%
META vs LMT
+26.0%
-25.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.9% | +8.3% | +0.4% |
| 7D | +2.9% | -5.5% | +8.4% | +2.1% |
| 30D | -15.1% | +17.5% | -32.5% | -13.4% |
| 3M | +7.2% | +1.6% | +5.6% | +8.6% |
| 6M | +3.4% | +16.3% | -12.9% | +5.0% |
| YTD | -4.3% | +25.3% | -29.6% | -0.5% |
| 1Y | +0.8% | +25.9% | -25.1% | +4.7% |
| All | +0.8% | +26.0% | -25.2% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling