+451.6%
META vs LMT
+204.1%
+247.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | -0.2% | +2.5% | -2.7% | -0.6% |
| 30D | -15.4% | +19.2% | -34.5% | -18.3% |
| 3M | +5.0% | +2.7% | +2.3% | +4.2% |
| 6M | +5.2% | +20.6% | -15.4% | +0.5% |
| YTD | -4.5% | +28.4% | -32.9% | -10.4% |
| 1Y | +0.6% | +36.9% | -36.3% | -7.0% |
| 3Y | +93.1% | +48.5% | +44.5% | +70.2% |
| 5Y | +93.7% | +107.6% | -13.9% | +46.6% |
| All | +451.6% | +204.1% | +247.6% | +265.6% |
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