+38.9%
QCOM vs LMT
+71.0%
-32.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.4% |
| 7D | +4.4% | -1.3% | +5.7% | +4.4% |
| 30D | +9.4% | -12.5% | +21.9% | +9.6% |
| 3M | -13.7% | -0.5% | -13.2% | -13.7% |
| 6M | +28.9% | -20.0% | +48.9% | +30.3% |
| YTD | +4.7% | +10.4% | -5.7% | +3.8% |
| 1Y | +13.5% | +17.7% | -4.2% | +12.0% |
| 3Y | +77.1% | +34.3% | +42.8% | +69.3% |
| 5Y | +38.9% | +71.8% | -32.9% | +23.3% |
| All | +38.9% | +71.0% | -32.1% | +23.3% |
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