+11,275.8%
LMT vs MAS
+1,430.5%
+9,845.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.6% |
| 3M | +1.8% | +4.4% | -2.6% | +0.6% |
| 6M | -19.9% | +7.2% | -27.1% | -21.7% |
| YTD | +10.6% | +16.1% | -5.5% | +6.2% |
| 1Y | +17.9% | +0.1% | +17.9% | +16.4% |
| 3Y | +27.0% | +28.3% | -1.3% | +17.4% |
| 5Y | +68.7% | +30.5% | +38.2% | +52.4% |
| 10Y | +181.1% | +139.1% | +41.9% | +121.2% |
| All | +11,275.8% | +1,430.5% | +9,845.3% | +5,234.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling