+242.6%
QCOM vs LMT
+197.1%
+45.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.3% |
| 7D | +4.3% | +5.1% | -0.8% | +3.1% |
| 30D | -0.1% | +14.1% | -14.2% | -3.4% |
| 3M | +5.2% | +0.3% | +4.9% | +4.8% |
| 6M | -18.4% | +16.1% | -34.5% | -21.9% |
| YTD | +2.4% | +25.5% | -23.1% | -5.2% |
| 1Y | +0.9% | +34.1% | -33.2% | -8.4% |
| 3Y | +48.4% | +45.1% | +3.3% | +27.4% |
| 5Y | +16.6% | +100.9% | -84.4% | -14.7% |
| All | +242.6% | +197.1% | +45.6% | +125.9% |
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