+384.8%
V vs LMT
+184.4%
+200.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | +0.4% |
| 7D | -2.9% | -1.3% | -1.6% | -2.5% |
| 30D | +1.9% | -12.5% | +14.4% | +6.6% |
| 3M | +13.2% | -0.5% | +13.7% | +12.6% |
| 6M | +16.7% | -20.0% | +36.8% | +25.5% |
| YTD | +5.4% | +10.4% | -5.0% | -0.6% |
| 1Y | +7.7% | +17.7% | -10.1% | -1.2% |
| 3Y | +52.0% | +34.3% | +17.7% | +28.2% |
| 5Y | +67.7% | +71.8% | -4.1% | +20.4% |
| 10Y | +384.8% | +187.0% | +197.8% | +219.4% |
| All | +384.8% | +184.4% | +200.4% | +219.4% |
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