+50,186.6%
QCOM vs LMT
+9,365.6%
+40,821.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.5% |
| 7D | +3.3% | -6.3% | +9.6% | +5.0% |
| 30D | +7.7% | -8.5% | +16.2% | +10.0% |
| 3M | -30.1% | +1.8% | -31.9% | -30.9% |
| 6M | +22.8% | -19.9% | +42.8% | +28.9% |
| YTD | +0.2% | +10.6% | -10.4% | -3.7% |
| 1Y | +7.9% | +17.9% | -10.1% | +1.7% |
| 3Y | +55.8% | +27.0% | +28.9% | +41.2% |
| 5Y | +30.1% | +68.7% | -38.6% | +7.2% |
| 10Y | +248.9% | +181.1% | +67.8% | +147.8% |
| All | +50,186.6% | +9,365.6% | +40,821.1% | +16,344.1% |
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