+71.7%
TER vs LMT
+100.7%
-29.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -5.4% |
| 7D | +14.4% | +5.1% | +9.3% | +14.3% |
| 30D | -30.6% | +14.1% | -44.7% | -30.3% |
| 3M | -39.2% | +0.3% | -39.5% | -38.8% |
| 6M | -31.3% | +16.1% | -47.4% | -31.2% |
| YTD | +29.1% | +25.5% | +3.6% | +27.8% |
| 1Y | +47.4% | +34.1% | +13.3% | +45.2% |
| 3Y | +191.2% | +45.1% | +146.2% | +178.7% |
| All | +71.7% | +100.7% | -29.0% | +62.0% |
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