+17.7%
LMT vs M
+30.1%
-12.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.0% | -2.3% |
| 7D | -1.3% | -4.1% | +2.7% | -1.5% |
| 30D | -12.5% | -13.6% | +1.1% | -13.1% |
| 3M | -0.5% | -2.3% | +1.8% | -0.6% |
| 6M | -20.0% | +21.9% | -41.9% | -19.3% |
| YTD | +10.4% | -0.6% | +11.0% | +10.3% |
| 1Y | +17.7% | +29.7% | -12.0% | +18.5% |
| All | +17.7% | +30.1% | -12.4% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling