+444.1%
STM vs LMT
+205.0%
+239.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.2% | -0.2% |
| 7D | -7.9% | -5.6% | -2.3% | -6.7% |
| 30D | -14.1% | +18.4% | -32.5% | -17.2% |
| 3M | -17.6% | +0.6% | -18.2% | -17.8% |
| 6M | -24.2% | +20.6% | -44.8% | -28.4% |
| YTD | +73.3% | +27.0% | +46.4% | +59.0% |
| 1Y | +90.1% | +36.9% | +53.2% | +70.1% |
| 3Y | +10.3% | +46.9% | -36.5% | -6.9% |
| 5Y | -5.7% | +104.2% | -109.9% | -34.4% |
| 10Y | +444.1% | +205.2% | +238.9% | +224.0% |
| All | +444.1% | +205.0% | +239.1% | +224.0% |
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 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