+425.7%
META vs LMT
+198.5%
+227.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.7% | +1.4% | +4.5% |
| 7D | +5.7% | -8.5% | +14.3% | +7.3% |
| 30D | -10.8% | +15.4% | -26.2% | -13.3% |
| 3M | +8.4% | +0.7% | +7.7% | +7.9% |
| 6M | +5.4% | +17.6% | -12.2% | +1.2% |
| YTD | -2.6% | +23.8% | -26.4% | -7.9% |
| 1Y | +3.5% | +31.6% | -28.1% | -3.6% |
| 3Y | +102.0% | +44.0% | +58.0% | +79.3% |
| 5Y | +93.1% | +98.8% | -5.8% | +48.1% |
| 10Y | +425.7% | +202.1% | +223.5% | +278.1% |
| All | +425.7% | +198.5% | +227.2% | +278.1% |
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