+51,606.2%
SCHW vs LMT
+11,819.4%
+39,786.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.3% |
| 7D | -2.8% | -0.5% | -2.2% | -2.6% |
| 30D | -0.1% | -10.8% | +10.7% | +4.2% |
| 3M | +20.6% | +1.6% | +19.0% | +19.1% |
| 6M | +15.9% | -17.6% | +33.5% | +23.6% |
| YTD | +8.5% | +11.6% | -3.1% | +2.6% |
| 1Y | +17.8% | +17.2% | +0.6% | +9.1% |
| 3Y | +88.5% | +35.7% | +52.8% | +60.9% |
| 5Y | +60.6% | +75.2% | -14.6% | +21.4% |
| 10Y | +298.0% | +190.1% | +108.0% | +147.9% |
| All | +51,606.2% | +11,819.4% | +39,786.8% | +14,627.2% |
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