+162.6%
PM vs LMT
+100.7%
+61.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.4% |
| 7D | +0.5% | +5.1% | -4.6% | -0.4% |
| 30D | -3.2% | +14.1% | -17.4% | -5.7% |
| 3M | +6.2% | +0.3% | +5.9% | +5.8% |
| 6M | +7.7% | +16.1% | -8.4% | +4.1% |
| YTD | +27.3% | +25.5% | +1.8% | +20.2% |
| 1Y | +32.8% | +34.1% | -1.4% | +23.6% |
| 3Y | +150.0% | +45.1% | +104.9% | +123.0% |
| All | +162.6% | +100.7% | +61.9% | +110.0% |
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 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