+17.9%
LMT vs MDY
+17.9%
0.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | -6.3% | +0.1% | -6.4% | -6.3% |
| 30D | -8.5% | -1.5% | -7.0% | -8.3% |
| 3M | +1.8% | +0.8% | +1.1% | +1.5% |
| 6M | -19.9% | +7.4% | -27.4% | -21.2% |
| YTD | +10.6% | +15.2% | -4.6% | +6.9% |
| 1Y | +17.9% | +16.5% | +1.4% | +15.6% |
| All | +17.9% | +17.9% | 0.0% | +15.6% |
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