+205.2%
LMT vs MAS
+219.2%
-14.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.8% |
| 7D | -5.6% | +3.6% | -9.2% | -6.4% |
| 30D | +18.4% | +23.8% | -5.5% | +12.8% |
| 3M | +0.6% | +14.4% | -13.8% | -2.6% |
| 6M | +20.6% | +19.7% | +0.8% | +15.0% |
| YTD | +27.0% | +36.0% | -9.0% | +16.5% |
| 1Y | +36.9% | +40.4% | -3.5% | +24.5% |
| 3Y | +46.9% | +58.9% | -12.1% | +25.5% |
| 5Y | +104.2% | +44.5% | +59.7% | +75.7% |
| 10Y | +205.2% | +214.8% | -9.5% | +99.8% |
| All | +205.2% | +219.2% | -14.0% | +99.8% |
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