+89.7%
LMT vs MLM
+23.5%
+66.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.3% | -1.3% |
| 7D | -11.0% | -4.1% | -6.9% | -10.5% |
| 30D | +13.6% | +8.2% | +5.4% | +12.4% |
| 3M | -2.1% | -3.6% | +1.5% | -1.8% |
| 6M | +11.7% | -15.6% | +27.2% | +13.9% |
| YTD | +19.4% | -16.4% | +35.8% | +21.7% |
| 1Y | +24.1% | -14.3% | +38.4% | +26.1% |
| 3Y | +36.2% | +19.3% | +16.8% | +32.2% |
| All | +89.7% | +23.5% | +66.1% | +76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling