+84.7%
META vs LMT
+105.8%
-21.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.9% |
| 7D | +3.1% | +4.8% | -1.8% | +3.4% |
| 30D | -18.2% | +19.9% | -38.1% | -17.3% |
| 3M | +7.8% | +0.2% | +7.6% | +8.3% |
| 6M | +3.6% | +17.4% | -13.8% | +4.7% |
| YTD | -5.3% | +27.2% | -32.4% | -3.7% |
| 1Y | +2.7% | +35.6% | -32.8% | +4.8% |
| 3Y | +91.5% | +47.1% | +44.4% | +94.9% |
| 5Y | +84.7% | +103.7% | -19.0% | +57.9% |
| All | +84.7% | +105.8% | -21.1% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling