+48.1%
TSLA vs LMT
+73.4%
-25.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.2% | -1.2% |
| 7D | -3.4% | -0.5% | -2.9% | -3.4% |
| 30D | +9.2% | -10.8% | +20.0% | +9.9% |
| 3M | -4.7% | +1.6% | -6.3% | -5.0% |
| 6M | -8.9% | -17.6% | +8.6% | -6.6% |
| YTD | -19.2% | +11.6% | -30.7% | -20.7% |
| 1Y | +4.5% | +17.2% | -12.7% | +1.8% |
| 3Y | +46.3% | +35.7% | +10.6% | +36.1% |
| 5Y | +48.1% | +75.2% | -27.1% | +22.1% |
| All | +48.1% | +73.4% | -25.3% | +22.1% |
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