+267.0%
RTX vs LMT
+201.1%
+65.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -0.8% |
| 7D | +3.4% | +4.8% | -1.5% | +0.4% |
| 30D | +8.4% | +19.9% | -11.5% | -3.7% |
| 3M | -10.7% | +0.2% | -10.8% | -11.2% |
| 6M | +11.7% | +17.4% | -5.7% | +0.2% |
| YTD | +9.3% | +27.2% | -17.8% | -7.5% |
| 1Y | +13.3% | +35.6% | -22.3% | -8.1% |
| 3Y | +156.1% | +47.1% | +109.0% | +89.9% |
| 5Y | +148.5% | +103.7% | +44.9% | +44.6% |
| All | +267.0% | +201.1% | +65.9% | +78.0% |
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