+2,710.3%
LMT vs MKSI
+2,222.5%
+487.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.3% |
| 7D | -0.2% | +2.7% | -2.9% | -0.4% |
| 30D | -13.1% | -12.8% | -0.3% | -12.2% |
| 3M | -3.9% | -22.5% | +18.6% | -2.7% |
| 6M | -18.3% | +19.4% | -37.7% | -20.4% |
| YTD | +10.3% | +67.7% | -57.4% | +4.3% |
| 1Y | +14.2% | +131.4% | -117.2% | +4.7% |
| 3Y | +35.0% | +197.3% | -162.3% | +17.7% |
| 5Y | +73.2% | +87.0% | -13.7% | +54.5% |
| 10Y | +186.8% | +522.1% | -335.2% | +123.3% |
| All | +2,710.3% | +2,222.5% | +487.7% | +2,012.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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