+99.9%
LMT vs MET
+85.0%
+14.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | +5.1% | +4.5% | +0.6% | +4.2% |
| 30D | +14.1% | +3.5% | +10.6% | +13.3% |
| 3M | +0.3% | +5.9% | -5.6% | -0.9% |
| 6M | +16.1% | +33.1% | -17.0% | +9.8% |
| YTD | +25.5% | +33.6% | -8.1% | +18.4% |
| 1Y | +34.1% | +32.7% | +1.4% | +26.7% |
| 3Y | +45.1% | +85.0% | -40.0% | +26.2% |
| All | +99.9% | +85.0% | +14.9% | +70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling