+205.2%
LMT vs MLM
+149.0%
+56.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.1% | +2.7% |
| 7D | -5.6% | -2.9% | -2.8% | -5.0% |
| 30D | +18.4% | +10.4% | +7.9% | +15.5% |
| 3M | +0.6% | -3.7% | +4.3% | +1.3% |
| 6M | +20.6% | -10.3% | +30.9% | +23.0% |
| YTD | +27.0% | -14.8% | +41.8% | +30.8% |
| 1Y | +36.9% | -13.9% | +50.7% | +40.5% |
| 3Y | +46.9% | +18.4% | +28.5% | +37.3% |
| 5Y | +104.2% | +31.8% | +72.4% | +81.4% |
| 10Y | +205.2% | +143.4% | +61.8% | +109.4% |
| All | +205.2% | +149.0% | +56.2% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling