+3,343.4%
STX vs LMT
+188.6%
+3,154.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.4% |
| 7D | -2.3% | -0.2% | -2.0% | -2.2% |
| 30D | -5.5% | -13.1% | +7.6% | -1.6% |
| 3M | -4.3% | -3.9% | -0.4% | -4.0% |
| 6M | +115.6% | -18.3% | +133.9% | +127.6% |
| YTD | +202.2% | +10.3% | +191.9% | +185.9% |
| 1Y | +325.3% | +14.2% | +311.1% | +295.7% |
| 3Y | +1,283.9% | +35.0% | +1,248.9% | +1,073.0% |
| 5Y | +1,048.3% | +73.2% | +975.1% | +737.1% |
| All | +3,343.4% | +188.6% | +3,154.8% | +1,987.5% |
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