+2,285.7%
STM vs LMT
+5,352.0%
-3,066.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.3% |
| 7D | +5.8% | -6.3% | +12.1% | +8.0% |
| 30D | -1.0% | -8.5% | +7.5% | +1.7% |
| 3M | -33.3% | +1.8% | -35.1% | -34.8% |
| 6M | +57.4% | -19.9% | +77.3% | +66.0% |
| YTD | +102.2% | +10.6% | +91.6% | +89.6% |
| 1Y | +99.6% | +17.9% | +81.6% | +82.6% |
| 3Y | +14.5% | +27.0% | -12.4% | -1.0% |
| 5Y | +21.4% | +68.7% | -47.3% | -8.2% |
| 10Y | +695.0% | +181.1% | +513.9% | +390.6% |
| All | +2,285.7% | +5,352.0% | -3,066.2% | +543.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling