+73.0%
LMT vs MDY
+46.3%
+26.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -0.2% | -1.9% | +1.6% | +0.2% |
| 30D | -13.1% | -4.6% | -8.4% | -12.2% |
| 3M | -3.9% | -1.2% | -2.6% | -3.7% |
| 6M | -18.3% | +9.2% | -27.5% | -19.9% |
| YTD | +10.3% | +13.1% | -2.7% | +7.4% |
| 1Y | +14.2% | +13.0% | +1.2% | +11.1% |
| 3Y | +35.0% | +49.2% | -14.2% | +22.2% |
| All | +73.0% | +46.3% | +26.7% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling