+1,626.0%
LMT vs MKTX
+1,443.5%
+182.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.5% | -0.2% | -0.4% | -0.5% |
| 30D | -10.8% | +0.8% | -11.6% | -10.9% |
| 3M | +1.6% | +41.1% | -39.5% | -3.4% |
| 6M | -17.6% | -9.5% | -8.0% | -17.0% |
| YTD | +11.6% | -8.7% | +20.3% | +12.2% |
| 1Y | +17.2% | -10.0% | +27.2% | +17.9% |
| 3Y | +35.7% | -24.6% | +60.3% | +37.5% |
| 5Y | +75.2% | -60.3% | +135.5% | +90.3% |
| 10Y | +190.1% | +5.0% | +185.0% | +168.5% |
| All | +1,626.0% | +1,443.5% | +182.5% | +922.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling