+278.9%
UNP vs LMT
+197.1%
+81.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.1% |
| 7D | +4.2% | +5.1% | -0.9% | +2.4% |
| 30D | +5.6% | +14.1% | -8.5% | +0.4% |
| 3M | +2.0% | +0.3% | +1.7% | +1.4% |
| 6M | +15.4% | +16.1% | -0.7% | +8.2% |
| YTD | +32.7% | +25.5% | +7.3% | +19.3% |
| 1Y | +39.4% | +34.1% | +5.3% | +22.0% |
| 3Y | +54.3% | +45.1% | +9.2% | +27.5% |
| 5Y | +39.6% | +100.9% | -61.3% | -4.5% |
| All | +278.9% | +197.1% | +81.8% | +121.3% |
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