+36.9%
LMT vs MLM
-12.9%
+49.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.1% | +2.6% |
| 7D | -5.6% | -2.9% | -2.8% | -5.2% |
| 30D | +18.4% | +10.4% | +7.9% | +16.4% |
| 3M | +0.6% | -3.7% | +4.3% | +1.0% |
| 6M | +20.6% | -10.3% | +30.9% | +22.4% |
| YTD | +27.0% | -14.8% | +41.8% | +28.3% |
| 1Y | +36.9% | -13.9% | +50.7% | +38.3% |
| All | +36.9% | -12.9% | +49.8% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling