+15.5%
TSLA vs LMT
+100.7%
-85.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.7% |
| 7D | +8.9% | +5.1% | +3.8% | +8.6% |
| 30D | +6.3% | +14.1% | -7.9% | +5.8% |
| 3M | +14.8% | +0.3% | +14.5% | +14.9% |
| 6M | -12.4% | +16.1% | -28.5% | -13.0% |
| YTD | -13.2% | +25.5% | -38.7% | -15.0% |
| 1Y | -2.9% | +34.1% | -37.1% | -5.9% |
| 3Y | +74.4% | +45.1% | +29.4% | +64.4% |
| All | +15.5% | +100.7% | -85.1% | +1.5% |
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