+465.1%
STM vs LMT
+197.1%
+268.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | +12.0% | +5.1% | +6.9% | +10.8% |
| 30D | -0.4% | +14.1% | -14.5% | -3.1% |
| 3M | -13.2% | +0.3% | -13.5% | -13.3% |
| 6M | -26.1% | +16.1% | -42.2% | -29.4% |
| YTD | +81.2% | +25.5% | +55.7% | +66.6% |
| 1Y | +98.3% | +34.1% | +64.2% | +78.3% |
| 3Y | +16.7% | +45.1% | -28.4% | -1.3% |
| 5Y | -4.8% | +100.9% | -105.8% | -33.5% |
| All | +465.1% | +197.1% | +268.0% | +231.3% |
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