+64.2%
T vs LMT
+71.0%
-6.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.4% |
| 7D | -3.1% | -1.3% | -1.7% | -2.9% |
| 30D | +4.6% | -12.5% | +17.1% | +6.7% |
| 3M | +12.2% | -0.5% | +12.7% | +12.1% |
| 6M | -6.5% | -20.0% | +13.6% | -3.3% |
| YTD | +4.9% | +10.4% | -5.5% | +2.4% |
| 1Y | -10.5% | +17.7% | -28.2% | -13.8% |
| 3Y | +104.6% | +34.3% | +70.3% | +89.3% |
| 5Y | +64.2% | +71.8% | -7.6% | +41.2% |
| All | +64.2% | +71.0% | -6.8% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling