+52.5%
V vs LMT
+36.2%
+16.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -1.9% |
| 7D | -1.1% | -1.5% | +0.5% | -0.9% |
| 30D | +1.9% | -8.2% | +10.1% | +2.7% |
| 3M | +15.5% | +3.7% | +11.8% | +14.9% |
| 6M | +16.6% | -19.2% | +35.8% | +18.9% |
| YTD | +5.7% | +12.9% | -7.1% | +3.0% |
| 1Y | +8.6% | +19.8% | -11.2% | +4.8% |
| 3Y | +52.5% | +37.3% | +15.2% | +48.4% |
| All | +52.5% | +36.2% | +16.3% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling