+78.2%
U vs LMT
+47.0%
+31.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +0.9% |
| 7D | +2.8% | +4.8% | -2.0% | +3.7% |
| 30D | +7.6% | +19.9% | -12.2% | +10.3% |
| 3M | +12.7% | +0.2% | +12.5% | +13.6% |
| 6M | +87.0% | +17.4% | +69.5% | +92.1% |
| YTD | +13.6% | +27.2% | -13.6% | +15.3% |
| 1Y | +25.3% | +35.6% | -10.3% | +27.2% |
| All | +78.2% | +47.0% | +31.1% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling