+36.4%
UPS vs LMT
+188.6%
-152.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | -2.0% | -0.2% | -1.8% | -1.9% |
| 30D | -2.0% | -13.1% | +11.1% | +1.5% |
| 3M | -6.2% | -3.9% | -2.4% | -5.7% |
| 6M | +2.8% | -18.3% | +21.0% | +7.8% |
| YTD | +5.9% | +10.3% | -4.4% | +1.6% |
| 1Y | +26.2% | +14.2% | +12.0% | +19.7% |
| 3Y | -26.0% | +35.0% | -61.0% | -35.3% |
| 5Y | -34.3% | +73.2% | -107.5% | -49.7% |
| All | +36.4% | +188.6% | -152.2% | -8.7% |
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 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