-14.9%
STM vs LMT
+89.9%
-104.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +4.3% |
| 7D | -10.7% | -11.0% | +0.2% | -12.0% |
| 30D | -25.7% | +13.6% | -39.3% | -24.2% |
| 3M | -21.6% | -2.1% | -19.5% | -21.2% |
| 6M | -27.8% | +11.7% | -39.5% | -26.2% |
| YTD | +61.8% | +19.4% | +42.4% | +64.2% |
| 1Y | +78.1% | +24.1% | +54.0% | +80.7% |
| 3Y | +4.9% | +36.2% | -31.3% | +5.3% |
| All | -14.9% | +89.9% | -104.8% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling