-0.5%
UNH vs LMT
+72.2%
-72.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.2% | -2.1% |
| 7D | -4.5% | -0.2% | -4.3% | -4.5% |
| 30D | -6.5% | -13.1% | +6.5% | -3.7% |
| 3M | -6.0% | -3.9% | -2.1% | -5.4% |
| 6M | +33.7% | -18.3% | +51.9% | +39.7% |
| YTD | +16.4% | +10.3% | +6.1% | +11.4% |
| 1Y | +10.1% | +14.2% | -4.2% | +4.2% |
| 3Y | -16.3% | +35.0% | -51.3% | -24.6% |
| All | -0.5% | +72.2% | -72.7% | -14.4% |
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