+277.6%
UNP vs LMT
+188.6%
+89.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | -1.8% | -0.2% | -1.6% | -1.7% |
| 30D | -2.7% | -13.1% | +10.3% | +2.1% |
| 3M | +6.5% | -3.9% | +10.4% | +7.4% |
| 6M | +14.4% | -18.3% | +32.6% | +22.0% |
| YTD | +24.8% | +10.3% | +14.5% | +18.0% |
| 1Y | +34.4% | +14.2% | +20.2% | +25.1% |
| 3Y | +43.6% | +35.0% | +8.6% | +21.4% |
| 5Y | +53.2% | +73.2% | -20.0% | +10.7% |
| All | +277.6% | +188.6% | +89.0% | +123.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling