+34.1%
LMT vs MDB
-7.1%
+41.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.3% |
| 7D | +5.1% | +6.8% | -1.7% | +5.0% |
| 30D | +14.1% | -6.2% | +20.3% | +14.0% |
| 3M | +0.3% | -29.2% | +29.5% | +0.4% |
| 6M | +16.1% | +10.3% | +5.8% | +16.2% |
| YTD | +25.5% | -20.4% | +45.8% | +23.9% |
| 1Y | +34.1% | -4.8% | +39.0% | +31.8% |
| All | +34.1% | -7.1% | +41.3% | +31.8% |
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