+25.9%
LMT vs MAS
+40.8%
-14.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +5.6% | -12.5% | -7.0% |
| 7D | -5.5% | +14.2% | -19.7% | -5.9% |
| 30D | +17.5% | +26.8% | -9.4% | +16.7% |
| 3M | +1.6% | +13.1% | -11.5% | +1.2% |
| 6M | +16.3% | +27.9% | -11.6% | +16.4% |
| YTD | +25.3% | +38.7% | -13.4% | +23.1% |
| 1Y | +25.9% | +40.4% | -14.5% | +23.5% |
| All | +25.9% | +40.8% | -14.9% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling