+51,614.1%
QCOM vs LMT
+10,768.2%
+40,845.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.6% |
| 7D | +5.5% | -5.6% | +11.1% | +6.9% |
| 30D | -1.1% | +18.4% | -19.5% | -5.5% |
| 3M | +7.6% | +0.6% | +7.0% | +7.0% |
| 6M | -20.1% | +20.6% | -40.7% | -24.5% |
| YTD | +3.0% | +27.0% | -23.9% | -4.7% |
| 1Y | +3.2% | +36.9% | -33.6% | -6.5% |
| 3Y | +48.9% | +46.9% | +2.0% | +29.8% |
| 5Y | +21.1% | +104.2% | -83.1% | -5.2% |
| 10Y | +242.8% | +205.2% | +37.5% | +138.2% |
| All | +51,614.1% | +10,768.2% | +40,845.9% | +16,178.9% |
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 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