-22.7%
U vs LMT
+77.9%
-100.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.3% | +6.6% | +5.1% |
| 7D | +2.6% | +5.1% | -2.5% | +3.0% |
| 30D | +27.6% | +14.1% | +13.4% | +28.5% |
| 3M | +15.3% | +0.3% | +15.0% | +15.8% |
| 6M | +96.4% | +16.1% | +80.3% | +98.4% |
| YTD | +19.6% | +25.5% | -5.9% | +19.8% |
| 1Y | +42.1% | +34.1% | +8.0% | +42.3% |
| 3Y | +87.5% | +45.1% | +42.5% | +86.6% |
| 5Y | -73.1% | +100.9% | -174.1% | -73.6% |
| All | -22.7% | +77.9% | -100.6% | -16.6% |
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