+11.9%
U vs LMT
+34.6%
-22.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.7% |
| 7D | +4.4% | -1.3% | +5.7% | +4.2% |
| 30D | -1.3% | -12.5% | +11.2% | -2.6% |
| 3M | +49.6% | -0.5% | +50.0% | +49.9% |
| 6M | +100.2% | -20.0% | +120.2% | +96.1% |
| YTD | -3.7% | +10.4% | -14.1% | -4.0% |
| 1Y | -6.5% | +17.7% | -24.2% | -7.0% |
| All | +11.9% | +34.6% | -22.7% | +14.9% |
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