+181.4%
LMT vs MAS
+137.9%
+43.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.8% |
| 7D | -6.3% | -0.8% | -5.5% | -6.1% |
| 30D | -8.5% | -5.6% | -2.9% | -7.5% |
| 3M | +1.8% | +4.4% | -2.6% | +0.4% |
| 6M | -19.9% | +7.2% | -27.1% | -21.9% |
| YTD | +10.6% | +16.1% | -5.5% | +5.5% |
| 1Y | +17.9% | +0.1% | +17.9% | +16.3% |
| 3Y | +27.0% | +28.3% | -1.3% | +14.8% |
| 5Y | +68.7% | +30.5% | +38.2% | +48.0% |
| All | +181.4% | +137.9% | +43.5% | +100.5% |
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 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