+89.7%
LMT vs MAS
+39.2%
+50.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.5% |
| 7D | -11.0% | +2.0% | -12.9% | -11.1% |
| 30D | +13.6% | +19.4% | -5.8% | +12.3% |
| 3M | -2.1% | +9.4% | -11.5% | -2.7% |
| 6M | +11.7% | +15.3% | -3.6% | +10.6% |
| YTD | +19.4% | +31.3% | -11.9% | +16.9% |
| 1Y | +24.1% | +34.9% | -10.8% | +21.3% |
| 3Y | +36.2% | +58.6% | -22.4% | +31.5% |
| All | +89.7% | +39.2% | +50.5% | +82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling