+6.3%
STM vs LMT
+37.9%
-31.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +4.1% |
| 7D | -10.7% | -11.0% | +0.2% | -13.1% |
| 30D | -25.7% | +13.6% | -39.3% | -22.8% |
| 3M | -21.6% | -2.1% | -19.5% | -21.0% |
| 6M | -27.8% | +11.7% | -39.5% | -24.5% |
| YTD | +61.8% | +19.4% | +42.4% | +68.2% |
| 1Y | +78.1% | +24.1% | +54.0% | +85.5% |
| All | +6.3% | +37.9% | -31.6% | +18.9% |
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