-58.7%
ZTS vs LMT
+100.7%
-159.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.4% | +1.3% |
| 7D | +5.6% | +5.1% | +0.5% | +4.7% |
| 30D | +12.1% | +14.1% | -2.1% | +9.3% |
| 3M | +11.3% | +0.3% | +11.0% | +10.7% |
| 6M | +14.3% | +16.1% | -1.8% | +10.7% |
| YTD | -31.9% | +25.5% | -57.3% | -35.4% |
| 1Y | -29.3% | +34.1% | -63.4% | -33.7% |
| 3Y | -48.0% | +45.1% | -93.1% | -52.5% |
| All | -58.7% | +100.7% | -159.4% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling