+9,755.3%
LMT vs M
+396.5%
+9,358.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.7% |
| 7D | -6.3% | +4.7% | -11.0% | -6.8% |
| 30D | -8.5% | -9.6% | +1.1% | -7.4% |
| 3M | +1.8% | +0.9% | +1.0% | +1.4% |
| 6M | -19.9% | +22.3% | -42.2% | -22.3% |
| YTD | +10.6% | +6.5% | +4.0% | +8.9% |
| 1Y | +17.9% | +38.8% | -20.8% | +12.0% |
| 3Y | +27.0% | +115.9% | -88.9% | +9.9% |
| 5Y | +68.7% | +28.6% | +40.0% | +48.4% |
| 10Y | +181.1% | -2.5% | +183.6% | +127.6% |
| All | +9,755.3% | +396.5% | +9,358.8% | +5,329.8% |
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