+29.3%
V vs LMT
+26.0%
+3.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.9% | +10.7% | +3.9% |
| 7D | +9.0% | -5.5% | +14.5% | +9.0% |
| 30D | +18.1% | +17.5% | +0.6% | +17.3% |
| 3M | +18.3% | +1.6% | +16.7% | +18.0% |
| 6M | +34.1% | +16.3% | +17.8% | +33.3% |
| YTD | +25.2% | +25.3% | 0.0% | +22.3% |
| 1Y | +29.3% | +25.9% | +3.5% | +25.8% |
| All | +29.3% | +26.0% | +3.3% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling