+11,345.8%
LMT vs M
+439.9%
+10,905.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.1% | +1.3% |
| 7D | +2.5% | -3.3% | +5.8% | +2.9% |
| 30D | +19.2% | +8.1% | +11.1% | +17.9% |
| 3M | +2.7% | +2.2% | +0.5% | +2.1% |
| 6M | +20.6% | +35.1% | -14.5% | +15.6% |
| YTD | +28.4% | +15.8% | +12.6% | +24.9% |
| 1Y | +36.9% | +25.8% | +11.1% | +31.6% |
| 3Y | +48.5% | +156.2% | -107.7% | +25.8% |
| 5Y | +107.6% | -2.4% | +110.0% | +90.8% |
| 10Y | +206.5% | -7.1% | +213.6% | +150.4% |
| All | +11,345.8% | +439.9% | +10,905.9% | +6,127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling