+74.4%
LMT vs M
+24.8%
+49.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.7% | +2.1% |
| 7D | -1.5% | +2.4% | -3.9% | -1.6% |
| 30D | -8.2% | -11.6% | +3.4% | -8.1% |
| 3M | +3.7% | +1.6% | +2.1% | +3.6% |
| 6M | -19.2% | +25.2% | -44.4% | -19.6% |
| YTD | +12.9% | +3.8% | +9.1% | +12.6% |
| 1Y | +19.8% | +36.3% | -16.5% | +18.7% |
| 3Y | +37.3% | +116.3% | -79.1% | +32.8% |
| 5Y | +74.4% | +28.2% | +46.2% | +64.9% |
| All | +74.4% | +24.8% | +49.6% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling