+55.5%
ZTS vs LMT
+191.8%
-136.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | -4.5% | -0.5% | -4.0% | -4.4% |
| 30D | -3.3% | -10.8% | +7.5% | +0.2% |
| 3M | -9.7% | +1.6% | -11.3% | -10.9% |
| 6M | -38.8% | -17.6% | -21.3% | -35.2% |
| YTD | -41.2% | +11.6% | -52.8% | -44.3% |
| 1Y | -50.3% | +17.2% | -67.5% | -53.9% |
| 3Y | -59.1% | +35.7% | -94.9% | -65.0% |
| 5Y | -62.8% | +75.2% | -138.0% | -72.5% |
| All | +55.5% | +191.8% | -136.3% | +6.4% |
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