+185.8%
LMT vs MKC
+29.9%
+155.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -0.2% | -1.5% | +1.3% | +0.2% |
| 30D | -13.1% | -3.1% | -10.0% | -12.4% |
| 3M | -3.9% | +5.2% | -9.1% | -5.6% |
| 6M | -18.3% | -12.8% | -5.4% | -15.7% |
| YTD | +10.3% | -23.3% | +33.6% | +17.7% |
| 1Y | +14.2% | -24.1% | +38.3% | +22.0% |
| 3Y | +35.0% | -32.1% | +67.1% | +47.5% |
| 5Y | +73.2% | -32.8% | +106.0% | +85.6% |
| All | +185.8% | +29.9% | +155.9% | +156.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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