+374.8%
META vs LMT
+182.4%
+192.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.3% |
| 7D | +6.7% | -6.3% | +13.0% | +8.0% |
| 30D | +4.8% | -8.5% | +13.3% | +6.4% |
| 3M | -1.6% | +1.8% | -3.5% | -2.6% |
| 6M | -7.5% | -19.9% | +12.5% | -3.6% |
| YTD | -6.4% | +10.6% | -17.0% | -9.3% |
| 1Y | -17.3% | +17.9% | -35.3% | -21.3% |
| 3Y | +109.9% | +27.0% | +83.0% | +91.4% |
| 5Y | +65.4% | +68.7% | -3.3% | +32.8% |
| All | +374.8% | +182.4% | +192.3% | +246.6% |
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