+49,194.2%
QCOM vs LMT
+10,118.8%
+39,075.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +5.9% |
| 7D | +0.4% | -11.0% | +11.3% | +3.2% |
| 30D | -6.6% | +13.6% | -20.2% | -9.9% |
| 3M | +3.7% | -2.1% | +5.8% | +3.7% |
| 6M | -13.3% | +11.7% | -25.0% | -16.6% |
| YTD | -1.8% | +19.4% | -21.2% | -7.8% |
| 1Y | -2.5% | +24.1% | -26.6% | -9.5% |
| 3Y | +47.0% | +36.2% | +10.8% | +30.6% |
| 5Y | +13.1% | +90.7% | -77.6% | -9.9% |
| 10Y | +224.7% | +212.5% | +12.2% | +124.0% |
| All | +49,194.2% | +10,118.8% | +39,075.4% | +15,654.2% |
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 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