+476.5%
V vs LMT
+201.1%
+275.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -0.4% | +4.8% | -5.2% | -2.0% |
| 30D | +6.3% | +19.9% | -13.5% | -0.8% |
| 3M | +17.2% | +0.2% | +17.0% | +16.3% |
| 6M | +29.2% | +17.4% | +11.8% | +20.4% |
| YTD | +20.8% | +27.2% | -6.4% | +7.5% |
| 1Y | +25.0% | +35.6% | -10.6% | +8.3% |
| 3Y | +75.3% | +47.1% | +28.2% | +42.6% |
| 5Y | +105.8% | +103.7% | +2.2% | +36.5% |
| All | +476.5% | +201.1% | +275.4% | +224.8% |
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 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