+263.7%
QCOM vs LMT
+190.3%
+73.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.1% | +2.7% |
| 7D | +5.1% | -1.5% | +6.6% | +5.4% |
| 30D | +4.3% | -8.2% | +12.5% | +6.2% |
| 3M | -19.6% | +3.7% | -23.4% | -20.8% |
| 6M | +29.5% | -19.2% | +48.6% | +35.8% |
| YTD | +3.4% | +12.9% | -9.5% | -1.4% |
| 1Y | +10.9% | +19.8% | -8.9% | +3.9% |
| 3Y | +74.8% | +37.3% | +37.5% | +52.0% |
| 5Y | +36.2% | +74.4% | -38.2% | +4.7% |
| 10Y | +263.7% | +188.9% | +74.8% | +162.6% |
| All | +263.7% | +190.3% | +73.5% | +162.6% |
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