+1,996.0%
LMT vs MAR
+3,168.2%
-1,172.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | +5.1% | +1.6% | +3.5% | +4.8% |
| 30D | +14.1% | +13.8% | +0.3% | +11.6% |
| 3M | +0.3% | +20.3% | -20.0% | -2.9% |
| 6M | +16.1% | +21.3% | -5.2% | +12.0% |
| YTD | +25.5% | +37.2% | -11.7% | +18.0% |
| 1Y | +34.1% | +48.4% | -14.3% | +24.4% |
| 3Y | +45.1% | +120.1% | -75.0% | +23.9% |
| 5Y | +100.9% | +182.1% | -81.1% | +60.6% |
| 10Y | +199.4% | +530.2% | -330.8% | +97.3% |
| All | +1,996.0% | +3,168.2% | -1,172.2% | +942.4% |
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