+14.2%
LMT vs MCO
-5.7%
+19.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.2% |
| 7D | -0.2% | -3.8% | +3.6% | 0.0% |
| 30D | -13.1% | -0.4% | -12.7% | -13.0% |
| 3M | -3.9% | +7.7% | -11.6% | -4.6% |
| 6M | -18.3% | +7.0% | -25.2% | -18.9% |
| YTD | +10.3% | -6.4% | +16.7% | +10.9% |
| 1Y | +14.2% | -7.6% | +21.9% | +15.3% |
| All | +14.2% | -5.7% | +19.9% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling