+110.3%
LMT vs MDB
+1,017.4%
-907.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.6% | -1.3% |
| 7D | -6.3% | -17.4% | +11.2% | -5.8% |
| 30D | -8.5% | -2.0% | -6.5% | -8.5% |
| 3M | +1.8% | -3.0% | +4.8% | +1.8% |
| 6M | -19.9% | +48.7% | -68.6% | -20.9% |
| YTD | +10.6% | -12.1% | +22.7% | +10.4% |
| 1Y | +17.9% | +14.5% | +3.5% | +16.8% |
| 3Y | +27.0% | -6.1% | +33.1% | +25.1% |
| 5Y | +68.7% | -27.3% | +96.0% | +65.3% |
| All | +110.3% | +1,017.4% | -907.1% | +46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling