-74.6%
U vs LMT
+103.4%
-178.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.0% |
| 7D | +2.8% | +4.8% | -2.0% | +3.3% |
| 30D | +7.6% | +19.9% | -12.2% | +9.1% |
| 3M | +12.7% | +0.2% | +12.5% | +13.3% |
| 6M | +87.0% | +17.4% | +69.5% | +89.6% |
| YTD | +13.6% | +27.2% | -13.6% | +14.2% |
| 1Y | +25.3% | +35.6% | -10.3% | +25.8% |
| 3Y | +85.8% | +47.1% | +38.7% | +85.0% |
| All | -74.6% | +103.4% | -178.0% | -75.9% |
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 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