+190.4%
LMT vs MAS
+215.0%
-24.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.4% |
| 7D | +5.1% | +3.0% | +2.1% | +4.4% |
| 30D | +14.1% | +22.4% | -8.3% | +9.1% |
| 3M | +0.3% | +14.5% | -14.2% | -2.9% |
| 6M | +16.1% | +27.1% | -11.0% | +9.3% |
| YTD | +25.5% | +35.8% | -10.3% | +15.2% |
| 1Y | +34.1% | +39.4% | -5.3% | +22.2% |
| 3Y | +45.1% | +60.3% | -15.2% | +23.7% |
| 5Y | +100.9% | +39.4% | +61.5% | +75.5% |
| All | +190.4% | +215.0% | -24.6% | +90.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling