+664.5%
STM vs LMT
+184.4%
+480.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.3% |
| 7D | +1.7% | -1.3% | +3.0% | +1.9% |
| 30D | -5.2% | -12.5% | +7.4% | -2.5% |
| 3M | -29.6% | -0.5% | -29.2% | -30.3% |
| 6M | +54.4% | -20.0% | +74.4% | +62.3% |
| YTD | +99.5% | +10.4% | +89.1% | +89.1% |
| 1Y | +100.8% | +17.7% | +83.0% | +86.2% |
| 3Y | +20.2% | +34.3% | -14.1% | +2.7% |
| 5Y | +21.1% | +71.8% | -50.7% | -11.1% |
| 10Y | +664.5% | +187.0% | +477.6% | +419.6% |
| All | +664.5% | +184.4% | +480.2% | +419.6% |
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