-20.0%
LMT vs MKTX
-11.3%
-8.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.2% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | -12.5% | +1.0% | -13.5% | -12.6% |
| 3M | -0.5% | +40.8% | -41.3% | -5.8% |
| 6M | -20.0% | -10.9% | -9.1% | -13.1% |
| All | -20.0% | -11.3% | -8.7% | -13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling