+62.5%
T vs LMT
+197.1%
-134.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | +2.5% | +5.1% | -2.6% | +1.0% |
| 30D | -3.8% | +14.1% | -17.9% | -8.1% |
| 3M | -8.7% | +0.3% | -9.0% | -9.4% |
| 6M | -8.1% | +16.1% | -24.2% | -13.3% |
| YTD | -6.4% | +25.5% | -31.9% | -14.8% |
| 1Y | -9.8% | +34.1% | -43.9% | -19.8% |
| 3Y | +65.5% | +45.1% | +20.4% | +39.6% |
| 5Y | +57.0% | +100.9% | -44.0% | +12.3% |
| All | +62.5% | +197.1% | -134.6% | +8.6% |
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