+20.7%
LMT vs MAGS
+186.6%
-166.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.0% |
| 7D | -1.5% | +1.2% | -2.8% | -1.5% |
| 30D | -8.2% | -0.1% | -8.1% | -8.2% |
| 3M | +3.7% | +3.8% | -0.1% | +4.0% |
| 6M | -19.2% | +13.2% | -32.4% | -18.8% |
| YTD | +12.9% | +4.7% | +8.1% | +13.2% |
| 1Y | +19.8% | +14.4% | +5.4% | +20.5% |
| 3Y | +37.3% | +128.6% | -91.3% | +38.6% |
| All | +20.7% | +186.6% | -166.0% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MAGS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling