+1,785.4%
LMT vs MAR
+2,439.3%
-653.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.5% |
| 7D | -1.5% | -1.7% | +0.2% | -1.3% |
| 30D | -8.2% | -6.9% | -1.3% | -7.1% |
| 3M | +3.7% | -15.8% | +19.6% | +6.7% |
| 6M | -19.2% | +1.9% | -21.1% | -19.7% |
| YTD | +12.9% | +6.6% | +6.2% | +11.0% |
| 1Y | +19.8% | +23.7% | -3.9% | +14.5% |
| 3Y | +37.3% | +64.6% | -27.3% | +23.3% |
| 5Y | +74.4% | +156.4% | -82.0% | +41.3% |
| 10Y | +188.9% | +415.4% | -226.5% | +97.0% |
| All | +1,785.4% | +2,439.3% | -653.9% | +880.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling