+12.5%
LMT vs MDLN
-2.7%
+15.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.3% | -2.0% |
| 7D | -1.3% | -6.2% | +4.9% | -0.8% |
| 30D | -12.5% | +0.7% | -13.2% | -12.7% |
| 3M | -0.5% | -5.4% | +5.0% | +0.3% |
| 6M | -20.0% | -21.6% | +1.5% | -18.7% |
| YTD | +10.4% | -18.9% | +29.3% | +13.2% |
| All | +12.5% | -2.7% | +15.2% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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