+185.8%
LMT vs MCO
+393.6%
-207.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.6% |
| 7D | -0.2% | -3.8% | +3.6% | +0.8% |
| 30D | -13.1% | -0.4% | -12.7% | -13.1% |
| 3M | -3.9% | +7.7% | -11.6% | -6.2% |
| 6M | -18.3% | +7.0% | -25.2% | -20.3% |
| YTD | +10.3% | -6.4% | +16.7% | +11.3% |
| 1Y | +14.2% | -7.6% | +21.9% | +15.4% |
| 3Y | +35.0% | +43.2% | -8.2% | +17.0% |
| 5Y | +73.2% | +29.6% | +43.7% | +51.8% |
| All | +185.8% | +393.6% | -207.8% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling