+73.0%
LMT vs MET
+83.9%
-10.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.2% |
| 3M | -3.9% | +11.6% | -15.5% | -6.0% |
| 6M | -18.3% | +40.8% | -59.0% | -23.5% |
| YTD | +10.3% | +25.7% | -15.3% | +5.4% |
| 1Y | +14.2% | +24.4% | -10.1% | +9.2% |
| 3Y | +35.0% | +67.5% | -32.5% | +19.8% |
| All | +73.0% | +83.9% | -10.9% | +47.8% |
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