+46.9%
LMT vs MAS
+59.6%
-12.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.6% |
| 7D | -5.6% | +3.6% | -9.2% | -5.8% |
| 30D | +18.4% | +23.8% | -5.5% | +16.9% |
| 3M | +0.6% | +14.4% | -13.8% | -0.2% |
| 6M | +20.6% | +19.7% | +0.8% | +19.3% |
| YTD | +27.0% | +36.0% | -9.0% | +24.2% |
| 1Y | +36.9% | +40.4% | -3.5% | +33.5% |
| 3Y | +46.9% | +58.9% | -12.1% | +47.0% |
| All | +46.9% | +59.6% | -12.7% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling