+134,607.8%
UNH vs LMT
+11,692.1%
+122,915.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.2% | -1.3% |
| 7D | -1.7% | -1.3% | -0.3% | -1.3% |
| 30D | -3.8% | -12.5% | +8.7% | -0.1% |
| 3M | -4.3% | -0.5% | -3.8% | -4.7% |
| 6M | +38.6% | -20.0% | +58.6% | +46.7% |
| YTD | +20.7% | +10.4% | +10.3% | +15.6% |
| 1Y | +16.0% | +17.7% | -1.7% | +8.9% |
| 3Y | -13.5% | +34.3% | -47.7% | -22.6% |
| 5Y | +3.5% | +71.8% | -68.3% | -14.9% |
| 10Y | +245.3% | +187.0% | +58.4% | +145.5% |
| All | +134,607.8% | +11,692.1% | +122,915.7% | +47,205.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling