-6.4%
T vs LMT
+26.0%
-32.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.9% | +8.9% | +2.4% |
| 7D | +5.5% | -5.5% | +11.0% | +5.7% |
| 30D | -8.9% | +17.5% | -26.4% | -10.5% |
| 3M | -5.6% | +1.6% | -7.2% | -6.3% |
| 6M | -14.3% | +16.3% | -30.6% | -15.5% |
| YTD | -7.9% | +25.3% | -33.2% | -9.1% |
| 1Y | -6.4% | +25.9% | -32.3% | -6.8% |
| All | -6.4% | +26.0% | -32.4% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling