-38.4%
U vs LMT
+58.2%
-96.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.1% |
| 7D | 0.0% | -0.5% | +0.5% | 0.0% |
| 30D | -4.1% | -10.8% | +6.7% | -4.5% |
| 3M | +57.8% | +1.6% | +56.2% | +58.1% |
| 6M | +103.5% | -17.6% | +121.1% | +102.7% |
| YTD | -4.8% | +11.6% | -16.3% | -5.3% |
| 1Y | -2.4% | +17.2% | -19.6% | -3.2% |
| 3Y | +11.7% | +35.7% | -24.1% | +10.0% |
| 5Y | -68.9% | +75.2% | -144.1% | -69.8% |
| All | -38.4% | +58.2% | -96.6% | -34.1% |
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 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