+99.9%
LMT vs MAR
+181.1%
-81.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | +5.1% | +1.6% | +3.5% | +5.0% |
| 30D | +14.1% | +13.8% | +0.3% | +13.4% |
| 3M | +0.3% | +20.3% | -20.0% | -0.7% |
| 6M | +16.1% | +21.3% | -5.2% | +15.0% |
| YTD | +25.5% | +37.2% | -11.7% | +23.2% |
| 1Y | +34.1% | +48.4% | -14.3% | +31.1% |
| 3Y | +45.1% | +120.1% | -75.0% | +38.0% |
| All | +99.9% | +181.1% | -81.2% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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