-59.0%
ZTS vs LMT
+34.6%
-93.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | 0.0% |
| 7D | -3.8% | -1.3% | -2.4% | -3.6% |
| 30D | -2.0% | -12.5% | +10.5% | 0.0% |
| 3M | -10.2% | -0.5% | -9.7% | -10.5% |
| 6M | -39.4% | -20.0% | -19.4% | -37.5% |
| YTD | -40.8% | +10.4% | -51.2% | -42.7% |
| 1Y | -50.1% | +17.7% | -67.8% | -52.3% |
| All | -59.0% | +34.6% | -93.5% | -61.9% |
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