+63.3%
PYPL vs LMT
+330.8%
-267.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.1% |
| 7D | +0.1% | +5.1% | -5.0% | -1.4% |
| 30D | +5.7% | +14.1% | -8.5% | +0.9% |
| 3M | -1.9% | +0.3% | -2.2% | -2.7% |
| 6M | +31.8% | +16.1% | +15.7% | +24.2% |
| YTD | +2.4% | +25.5% | -23.0% | -6.5% |
| 1Y | -8.2% | +34.1% | -42.4% | -18.2% |
| 3Y | +10.2% | +45.1% | -34.9% | -6.6% |
| 5Y | -71.2% | +100.9% | -172.2% | -79.5% |
| 10Y | +49.6% | +199.4% | -149.9% | -15.1% |
| All | +63.3% | +330.8% | -267.5% | -35.8% |
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