+144.2%
LMT vs MDB
+924.6%
-780.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +1.1% |
| 7D | +2.5% | +3.0% | -0.4% | +2.4% |
| 30D | +19.2% | -11.3% | +30.5% | +19.4% |
| 3M | +2.7% | -23.0% | +25.7% | +3.2% |
| 6M | +20.6% | +14.8% | +5.9% | +19.8% |
| YTD | +28.4% | -19.4% | +47.8% | +28.3% |
| 1Y | +36.9% | -9.0% | +45.9% | +36.3% |
| 3Y | +48.5% | -10.3% | +58.8% | +46.3% |
| 5Y | +107.6% | -38.4% | +146.0% | +105.0% |
| All | +144.2% | +924.6% | -780.4% | +70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling