+17.9%
LMT vs MDB
+18.3%
-0.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.6% | -1.4% |
| 7D | -6.3% | -17.4% | +11.2% | -6.1% |
| 30D | -8.5% | -2.0% | -6.5% | -8.3% |
| 3M | +1.8% | -3.0% | +4.8% | +2.0% |
| 6M | -19.9% | +48.7% | -68.6% | -19.8% |
| YTD | +10.6% | -12.1% | +22.7% | +9.5% |
| 1Y | +17.9% | +14.5% | +3.5% | +15.7% |
| All | +17.9% | +18.3% | -0.4% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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