+185.8%
LMT vs MET
+249.3%
-63.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -0.2% | -0.5% | +0.3% | -0.1% |
| 30D | -13.1% | +0.5% | -13.6% | -13.3% |
| 3M | -3.9% | +11.6% | -15.5% | -7.4% |
| 6M | -18.3% | +40.8% | -59.0% | -27.1% |
| YTD | +10.3% | +25.7% | -15.3% | +1.8% |
| 1Y | +14.2% | +24.4% | -10.1% | +5.5% |
| 3Y | +35.0% | +67.5% | -32.5% | +9.8% |
| 5Y | +73.2% | +85.8% | -12.6% | +32.0% |
| All | +185.8% | +249.3% | -63.5% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 10y: compounded portfolio wealth divided by compounded MET 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…
10y analysis · Full analysis span regression · 6 months rolling