+25.9%
LMT vs MDY
+17.5%
+8.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.6% | -7.5% | -6.9% |
| 7D | -5.5% | +1.7% | -7.2% | -5.7% |
| 30D | +17.5% | +1.2% | +16.3% | +17.3% |
| 3M | +1.6% | -3.5% | +5.1% | +2.2% |
| 6M | +16.3% | +3.5% | +12.8% | +15.4% |
| YTD | +25.3% | +13.6% | +11.7% | +22.6% |
| 1Y | +25.9% | +17.1% | +8.8% | +24.4% |
| All | +25.9% | +17.5% | +8.4% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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