+3,094.0%
SPY vs LMT
+7,047.0%
-3,952.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | 0.0% |
| 7D | +0.1% | -6.3% | +6.4% | +1.9% |
| 30D | +0.1% | -8.5% | +8.5% | +2.5% |
| 3M | +2.0% | +1.8% | +0.2% | +0.9% |
| 6M | +13.0% | -19.9% | +33.0% | +19.4% |
| YTD | +13.5% | +10.6% | +3.0% | +8.9% |
| 1Y | +20.0% | +17.9% | +2.0% | +12.7% |
| 3Y | +77.2% | +27.0% | +50.2% | +60.0% |
| 5Y | +81.9% | +68.7% | +13.2% | +48.4% |
| 10Y | +314.1% | +181.1% | +133.0% | +188.9% |
| All | +3,094.0% | +7,047.0% | -3,952.9% | +1,045.1% |
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