+71.8%
LMT vs MDB
-24.3%
+96.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.8% | -2.2% |
| 7D | -1.3% | -4.5% | +3.2% | -1.3% |
| 30D | -12.5% | -14.0% | +1.5% | -12.5% |
| 3M | -0.5% | +5.3% | -5.8% | -0.4% |
| 6M | -20.0% | +31.9% | -51.9% | -19.9% |
| YTD | +10.4% | -14.6% | +25.0% | +10.4% |
| 1Y | +17.7% | +8.2% | +9.5% | +17.8% |
| 3Y | +34.3% | -5.0% | +39.3% | +34.2% |
| 5Y | +71.8% | -24.5% | +96.4% | +73.4% |
| All | +71.8% | -24.3% | +96.1% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling