+17.9%
LMT vs MKTX
-8.5%
+26.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | -6.3% | +0.4% | -6.7% | -6.3% |
| 30D | -8.5% | +1.1% | -9.6% | -8.6% |
| 3M | +1.8% | +36.1% | -34.3% | -2.7% |
| 6M | -19.9% | -12.9% | -7.1% | -16.7% |
| YTD | +10.6% | -8.5% | +19.1% | +14.5% |
| 1Y | +17.9% | -7.5% | +25.5% | +22.7% |
| All | +17.9% | -8.5% | +26.4% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling