+267.4%
RTX vs LMT
+197.1%
+70.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.9% |
| 7D | +4.8% | +5.1% | -0.3% | +1.6% |
| 30D | +6.5% | +14.1% | -7.6% | -2.4% |
| 3M | -9.6% | +0.3% | -9.9% | -10.2% |
| 6M | +12.3% | +16.1% | -3.8% | +1.4% |
| YTD | +9.5% | +25.5% | -16.0% | -6.6% |
| 1Y | +15.8% | +34.1% | -18.3% | -5.4% |
| 3Y | +157.0% | +45.1% | +111.9% | +92.2% |
| 5Y | +148.8% | +100.9% | +47.9% | +46.0% |
| All | +267.4% | +197.1% | +70.3% | +79.7% |
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