+404.3%
META vs LMT
+207.9%
+196.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.1% |
| 7D | -0.8% | -11.0% | +10.2% | +1.1% |
| 30D | -15.4% | +13.6% | -29.0% | -17.7% |
| 3M | +3.5% | -2.1% | +5.6% | +3.5% |
| 6M | -0.3% | +11.7% | -12.0% | -3.3% |
| YTD | -7.3% | +19.4% | -26.7% | -11.8% |
| 1Y | -1.1% | +24.1% | -25.1% | -6.7% |
| 3Y | +95.1% | +36.2% | +58.9% | +75.5% |
| 5Y | +80.6% | +90.7% | -10.1% | +40.1% |
| All | +404.3% | +207.9% | +196.4% | +279.1% |
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