+211.8%
PM vs LMT
+184.4%
+27.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.2% |
| 7D | -1.2% | -1.3% | +0.1% | -0.8% |
| 30D | -0.2% | -12.5% | +12.4% | +3.8% |
| 3M | +4.9% | -0.5% | +5.4% | +4.4% |
| 6M | +9.0% | -20.0% | +29.1% | +15.9% |
| YTD | +17.8% | +10.4% | +7.4% | +12.4% |
| 1Y | +16.8% | +17.7% | -0.9% | +9.0% |
| 3Y | +125.4% | +34.3% | +91.2% | +96.5% |
| 5Y | +128.7% | +71.8% | +56.9% | +77.2% |
| 10Y | +211.8% | +187.0% | +24.9% | +136.2% |
| All | +211.8% | +184.4% | +27.5% | +136.2% |
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