+4,810.7%
LMT vs MET
+1,300.1%
+3,510.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.1% |
| 7D | -6.3% | +1.2% | -7.4% | -6.5% |
| 30D | -8.5% | +1.4% | -9.9% | -8.8% |
| 3M | +1.8% | +17.7% | -15.9% | -2.0% |
| 6M | -19.9% | +35.0% | -54.9% | -25.4% |
| YTD | +10.6% | +26.3% | -15.7% | +4.5% |
| 1Y | +17.9% | +22.8% | -4.9% | +12.0% |
| 3Y | +27.0% | +65.9% | -39.0% | +11.1% |
| 5Y | +68.7% | +85.4% | -16.7% | +42.0% |
| 10Y | +181.1% | +253.7% | -72.6% | +98.7% |
| All | +4,810.7% | +1,300.1% | +3,510.5% | +1,767.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling