+494.0%
TEAM vs LMT
+191.8%
+302.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | 0.0% | +0.9% |
| 7D | -7.8% | -0.5% | -7.2% | -7.7% |
| 30D | +16.5% | -10.8% | +27.3% | +18.5% |
| 3M | +96.2% | +1.6% | +94.6% | +95.0% |
| 6M | +130.2% | -17.6% | +147.7% | +137.4% |
| YTD | +10.7% | +11.6% | -0.8% | +6.6% |
| 1Y | +3.0% | +17.2% | -14.2% | -2.1% |
| 3Y | -13.1% | +35.7% | -48.8% | -22.1% |
| 5Y | -52.7% | +75.2% | -127.9% | -61.6% |
| All | +494.0% | +191.8% | +302.2% | +314.4% |
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