-26.8%
UPS vs LMT
+34.6%
-61.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.2% |
| 7D | -3.7% | -1.3% | -2.3% | -3.6% |
| 30D | -3.7% | -12.5% | +8.8% | -3.3% |
| 3M | -6.6% | -0.5% | -6.1% | -6.6% |
| 6M | +2.6% | -20.0% | +22.6% | +3.6% |
| YTD | +4.8% | +10.4% | -5.6% | +3.8% |
| 1Y | +25.3% | +17.7% | +7.6% | +23.7% |
| All | -26.8% | +34.6% | -61.3% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling