+12,377.7%
LMT vs MAS
+1,664.8%
+10,712.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.3% | -2.5% |
| 7D | -10.5% | +4.6% | -15.0% | -11.3% |
| 30D | +12.9% | +19.9% | -6.9% | +9.0% |
| 3M | +0.4% | +8.9% | -8.5% | -1.5% |
| 6M | +14.7% | +20.2% | -5.5% | +10.0% |
| YTD | +21.3% | +33.9% | -12.6% | +13.2% |
| 1Y | +24.9% | +34.7% | -9.7% | +16.3% |
| 3Y | +37.7% | +60.4% | -22.7% | +21.9% |
| 5Y | +93.8% | +43.5% | +50.3% | +71.8% |
| 10Y | +217.5% | +226.7% | -9.2% | +136.0% |
| All | +12,377.7% | +1,664.8% | +10,712.9% | +5,582.8% |
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 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