+1,872.1%
T vs LMT
+11,710.5%
-9,838.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.6% |
| 7D | -1.3% | -6.3% | +5.0% | +0.3% |
| 30D | +11.4% | -8.5% | +19.9% | +13.8% |
| 3M | +14.3% | +1.8% | +12.5% | +13.3% |
| 6M | -9.3% | -19.9% | +10.7% | -4.6% |
| YTD | +7.1% | +10.6% | -3.5% | +3.4% |
| 1Y | -9.1% | +17.9% | -27.0% | -13.9% |
| 3Y | +105.3% | +27.0% | +78.4% | +88.4% |
| 5Y | +66.8% | +68.7% | -1.9% | +40.4% |
| 10Y | +66.8% | +181.1% | -114.3% | +22.8% |
| All | +1,872.1% | +11,710.5% | -9,838.4% | +609.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling