+109.9%
LMT vs MDB
+997.6%
-887.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -1.0% |
| 7D | -0.2% | -1.8% | +1.6% | -0.2% |
| 30D | -13.1% | -17.3% | +4.2% | -12.7% |
| 3M | -3.9% | +2.2% | -6.1% | -4.0% |
| 6M | -18.3% | +33.9% | -52.1% | -19.1% |
| YTD | +10.3% | -13.7% | +24.0% | +10.2% |
| 1Y | +14.2% | +9.1% | +5.2% | +13.3% |
| 3Y | +35.0% | -8.1% | +43.1% | +33.1% |
| 5Y | +73.2% | -25.9% | +99.1% | +69.4% |
| All | +109.9% | +997.6% | -887.7% | +46.6% |
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