+81.7%
SPY vs LMT
+71.0%
+10.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.2% |
| 7D | -0.4% | -1.3% | +1.0% | -0.2% |
| 30D | -1.4% | -12.5% | +11.1% | +0.1% |
| 3M | +3.7% | -0.5% | +4.2% | +3.6% |
| 6M | +13.0% | -20.0% | +33.0% | +16.1% |
| YTD | +12.4% | +10.4% | +2.0% | +10.1% |
| 1Y | +18.5% | +17.7% | +0.8% | +15.0% |
| 3Y | +77.6% | +34.3% | +43.4% | +65.6% |
| 5Y | +81.7% | +71.8% | +9.9% | +56.0% |
| All | +81.7% | +71.0% | +10.6% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling