+11.2%
QCOM vs LMT
+89.7%
-78.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +5.5% |
| 7D | +0.4% | -11.0% | +11.3% | +0.3% |
| 30D | -6.6% | +13.6% | -20.2% | -6.6% |
| 3M | +3.7% | -2.1% | +5.8% | +3.7% |
| 6M | -13.3% | +11.7% | -25.0% | -13.4% |
| YTD | -1.8% | +19.4% | -21.2% | -2.5% |
| 1Y | -2.5% | +24.1% | -26.6% | -3.4% |
| 3Y | +47.0% | +36.2% | +10.8% | +42.4% |
| All | +11.2% | +89.7% | -78.6% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling