+73.0%
LMT vs MKC
-33.0%
+106.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -0.2% | -1.5% | +1.3% | 0.0% |
| 30D | -13.1% | -3.1% | -10.0% | -12.7% |
| 3M | -3.9% | +5.2% | -9.1% | -4.7% |
| 6M | -18.3% | -12.8% | -5.4% | -16.8% |
| YTD | +10.3% | -23.3% | +33.6% | +14.4% |
| 1Y | +14.2% | -24.1% | +38.3% | +18.5% |
| 3Y | +35.0% | -32.1% | +67.1% | +43.0% |
| All | +73.0% | -33.0% | +106.0% | +90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling