+8,900.6%
WMT vs LMT
+11,692.1%
-2,791.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.3% |
| 7D | -0.2% | -1.3% | +1.1% | 0.0% |
| 30D | -5.8% | -12.5% | +6.7% | -3.0% |
| 3M | -10.8% | -0.5% | -10.3% | -11.0% |
| 6M | -14.3% | -20.0% | +5.7% | -10.4% |
| YTD | -4.4% | +10.4% | -14.8% | -7.2% |
| 1Y | +4.3% | +17.7% | -13.4% | -0.3% |
| 3Y | +100.1% | +34.3% | +65.8% | +83.2% |
| 5Y | +130.8% | +71.8% | +59.0% | +97.4% |
| 10Y | +433.7% | +187.0% | +246.7% | +298.3% |
| All | +8,900.6% | +11,692.1% | -2,791.6% | +2,679.3% |
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