+227.0%
UPS vs LMT
+5,554.5%
-5,327.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -0.8% |
| 7D | -2.9% | -6.3% | +3.4% | -1.1% |
| 30D | -3.5% | -8.5% | +5.0% | -1.2% |
| 3M | -5.7% | +1.8% | -7.5% | -6.7% |
| 6M | -4.4% | -19.9% | +15.6% | +1.1% |
| YTD | +8.0% | +10.6% | -2.5% | +3.6% |
| 1Y | +29.0% | +17.9% | +11.1% | +21.2% |
| 3Y | -27.7% | +27.0% | -54.7% | -34.9% |
| 5Y | -34.3% | +68.7% | -103.0% | -47.0% |
| 10Y | +37.8% | +181.1% | -143.3% | -6.2% |
| All | +227.0% | +5,554.5% | -5,327.5% | +19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling