+4.6%
TSLA vs LMT
+19.5%
-14.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.5% | -6.2% |
| 7D | +1.5% | -6.3% | +7.8% | +0.4% |
| 30D | +10.1% | -8.5% | +18.6% | +8.4% |
| 3M | -15.4% | +1.8% | -17.2% | -14.5% |
| 6M | -12.8% | -19.9% | +7.2% | -8.8% |
| YTD | -21.3% | +10.6% | -31.8% | -22.3% |
| 1Y | +4.6% | +17.9% | -13.4% | +0.9% |
| All | +4.6% | +19.5% | -14.9% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling