+21.8%
STM vs LMT
+33.5%
-11.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +1.6% |
| 7D | +5.8% | -6.3% | +12.1% | +4.3% |
| 30D | -1.0% | -8.5% | +7.5% | -2.8% |
| 3M | -33.3% | +1.8% | -35.1% | -32.3% |
| 6M | +57.4% | -19.9% | +77.3% | +58.1% |
| YTD | +102.2% | +10.6% | +91.6% | +104.6% |
| 1Y | +99.6% | +17.9% | +81.6% | +102.8% |
| All | +21.8% | +33.5% | -11.7% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling