+5,185.5%
LMT vs MCO
+7,284.8%
-2,099.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.4% |
| 7D | -0.5% | -7.3% | +6.8% | +1.2% |
| 30D | -10.8% | -1.7% | -9.1% | -10.5% |
| 3M | +1.6% | +3.9% | -2.3% | +0.4% |
| 6M | -17.6% | +3.8% | -21.4% | -18.7% |
| YTD | +11.6% | -7.9% | +19.5% | +12.8% |
| 1Y | +17.2% | -6.8% | +24.1% | +18.0% |
| 3Y | +35.7% | +40.9% | -5.2% | +22.3% |
| 5Y | +75.2% | +27.5% | +47.7% | +58.3% |
| 10Y | +190.1% | +381.4% | -191.3% | +88.6% |
| All | +5,185.5% | +7,284.8% | -2,099.2% | +1,670.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling