+763.1%
PM vs LMT
+835.4%
-72.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.4% |
| 7D | -4.9% | -6.3% | +1.4% | -2.7% |
| 30D | -3.4% | -8.5% | +5.1% | -0.4% |
| 3M | +5.2% | +1.8% | +3.3% | +3.7% |
| 6M | +3.7% | -19.9% | +23.7% | +11.3% |
| YTD | +15.8% | +10.6% | +5.2% | +9.7% |
| 1Y | +17.4% | +17.9% | -0.6% | +8.3% |
| 3Y | +116.9% | +27.0% | +90.0% | +90.3% |
| 5Y | +117.3% | +68.7% | +48.7% | +66.0% |
| 10Y | +193.8% | +181.1% | +12.7% | +75.9% |
| All | +763.1% | +835.4% | -72.3% | +200.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling