+73.0%
LMT vs MKTX
-60.5%
+133.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | -13.1% | +0.7% | -13.8% | -13.1% |
| 3M | -3.9% | +40.8% | -44.7% | -6.2% |
| 6M | -18.3% | -8.0% | -10.3% | -18.2% |
| YTD | +10.3% | -8.7% | +19.1% | +10.5% |
| 1Y | +14.2% | -11.8% | +26.1% | +14.5% |
| 3Y | +35.0% | -24.0% | +59.0% | +35.2% |
| All | +73.0% | -60.5% | +133.5% | +74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling