+12,786.6%
LMT vs MAS
+1,727.7%
+11,058.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +5.6% | -12.5% | -7.9% |
| 7D | -5.5% | +14.2% | -19.7% | -8.0% |
| 30D | +17.5% | +26.8% | -9.4% | +12.1% |
| 3M | +1.6% | +13.1% | -11.5% | -1.1% |
| 6M | +16.3% | +27.9% | -11.6% | +10.2% |
| YTD | +25.3% | +38.7% | -13.4% | +16.1% |
| 1Y | +25.9% | +40.4% | -14.5% | +16.3% |
| 3Y | +42.2% | +66.1% | -23.9% | +25.0% |
| 5Y | +102.7% | +47.4% | +55.3% | +78.8% |
| 10Y | +227.9% | +238.3% | -10.5% | +142.1% |
| All | +12,786.6% | +1,727.7% | +11,058.9% | +5,729.9% |
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