+279.2%
RTX vs LMT
+188.6%
+90.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.5% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -11.0% | -13.1% | +2.1% | -2.9% |
| 3M | +7.7% | -3.9% | +11.5% | +9.9% |
| 6M | -3.9% | -18.3% | +14.4% | +8.4% |
| YTD | +9.0% | +10.3% | -1.4% | +1.4% |
| 1Y | +27.3% | +14.2% | +13.0% | +15.4% |
| 3Y | +172.9% | +35.0% | +137.9% | +113.8% |
| 5Y | +165.2% | +73.2% | +91.9% | +71.8% |
| All | +279.2% | +188.6% | +90.6% | +101.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling