+1,645.9%
PLTR vs LMT
+60.1%
+1,585.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.2% | -2.2% |
| 7D | -9.1% | -0.5% | -8.6% | -9.1% |
| 30D | -5.2% | -10.8% | +5.6% | -4.5% |
| 3M | +27.4% | +1.6% | +25.8% | +27.2% |
| 6M | +9.7% | -17.6% | +27.3% | +10.8% |
| YTD | -6.7% | +11.6% | -18.3% | -6.8% |
| 1Y | -0.5% | +17.2% | -17.8% | -0.8% |
| 3Y | +996.2% | +35.7% | +960.5% | +981.7% |
| 5Y | +531.1% | +75.2% | +455.9% | +551.8% |
| All | +1,645.9% | +60.1% | +1,585.8% | +1,649.0% |
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