+11,380.6%
LMT vs MKC
+3,311.3%
+8,069.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -0.5% | -2.8% | +2.3% | +0.1% |
| 30D | -10.8% | -3.4% | -7.4% | -10.2% |
| 3M | +1.6% | +3.8% | -2.2% | +0.5% |
| 6M | -17.6% | -17.9% | +0.4% | -14.6% |
| YTD | +11.6% | -23.6% | +35.2% | +17.0% |
| 1Y | +17.2% | -23.1% | +40.3% | +22.5% |
| 3Y | +35.7% | -31.5% | +67.2% | +44.0% |
| 5Y | +75.2% | -33.1% | +108.3% | +85.0% |
| 10Y | +190.1% | +29.3% | +160.8% | +166.7% |
| All | +11,380.6% | +3,311.3% | +8,069.3% | +6,913.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling