+2,664.3%
TSLA vs LMT
+188.6%
+2,475.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | +3.2% | -0.2% | +3.4% | +3.2% |
| 30D | +11.6% | -13.1% | +24.6% | +14.5% |
| 3M | -8.4% | -3.9% | -4.6% | -8.3% |
| 6M | -10.4% | -18.3% | +7.9% | -6.9% |
| YTD | -18.7% | +10.3% | -29.1% | -21.7% |
| 1Y | -0.9% | +14.2% | -15.1% | -5.3% |
| 3Y | +33.6% | +35.0% | -1.4% | +19.5% |
| 5Y | +48.9% | +73.2% | -24.3% | +21.7% |
| All | +2,664.3% | +188.6% | +2,475.7% | +2,143.3% |
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 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