-34.5%
UPS vs LMT
+73.4%
-107.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | -3.4% | -0.5% | -2.9% | -3.4% |
| 30D | -2.7% | -10.8% | +8.0% | -2.3% |
| 3M | -1.6% | +1.6% | -3.2% | -1.8% |
| 6M | +2.3% | -17.6% | +19.9% | +3.3% |
| YTD | +5.6% | +11.6% | -6.0% | +4.6% |
| 1Y | +27.1% | +17.2% | +9.8% | +25.5% |
| 3Y | -26.3% | +35.7% | -62.0% | -28.4% |
| 5Y | -34.5% | +75.2% | -109.7% | -36.7% |
| All | -34.5% | +73.4% | -107.9% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling