+51.4%
PYPL vs LMT
+279.6%
-228.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.6% |
| 7D | +2.7% | -6.3% | +8.9% | +4.7% |
| 30D | -4.9% | -8.5% | +3.6% | -2.3% |
| 3M | +28.9% | +1.8% | +27.1% | +27.4% |
| 6M | +18.2% | -19.9% | +38.2% | +26.1% |
| YTD | -5.0% | +10.6% | -15.6% | -9.3% |
| 1Y | -18.8% | +17.9% | -36.8% | -24.3% |
| 3Y | -12.6% | +27.0% | -39.5% | -22.5% |
| 5Y | -80.8% | +68.7% | -149.4% | -85.4% |
| 10Y | +49.9% | +181.1% | -131.2% | -13.1% |
| All | +51.4% | +279.6% | -228.2% | -37.8% |
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