+32.6%
NET vs LMT
+105.3%
-72.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.9% | +4.3% | -2.4% |
| 7D | -16.4% | -5.5% | -10.8% | -16.2% |
| 30D | -25.8% | +17.5% | -43.3% | -26.1% |
| 3M | -11.5% | +1.6% | -13.1% | -11.4% |
| 6M | +18.9% | +16.3% | +2.6% | +18.7% |
| YTD | +35.2% | +25.3% | +10.0% | +35.7% |
| 1Y | +14.5% | +25.9% | -11.4% | +14.9% |
| 3Y | +313.8% | +42.2% | +271.6% | +308.4% |
| 5Y | +32.6% | +102.7% | -70.2% | +36.6% |
| All | +32.6% | +105.3% | -72.7% | +36.6% |
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 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