+108.2%
T vs LMT
+36.2%
+72.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.5% |
| 7D | -1.5% | -1.5% | 0.0% | -1.4% |
| 30D | +7.6% | -8.2% | +15.9% | +8.6% |
| 3M | +15.3% | +3.7% | +11.6% | +14.7% |
| 6M | -8.5% | -19.2% | +10.7% | -6.3% |
| YTD | +6.8% | +12.9% | -6.1% | +4.5% |
| 1Y | -7.2% | +19.8% | -27.0% | -10.1% |
| 3Y | +108.2% | +37.3% | +71.0% | +96.6% |
| All | +108.2% | +36.2% | +72.0% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling