+185.8%
LMT vs MOH
+264.4%
-78.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.3% |
| 7D | -0.2% | +1.7% | -1.9% | -0.4% |
| 30D | -13.1% | -0.9% | -12.2% | -13.0% |
| 3M | -3.9% | +5.7% | -9.6% | -4.9% |
| 6M | -18.3% | +39.1% | -57.4% | -22.2% |
| YTD | +10.3% | +17.7% | -7.3% | +6.4% |
| 1Y | +14.2% | +8.4% | +5.9% | +10.8% |
| 3Y | +35.0% | -36.6% | +71.5% | +37.8% |
| 5Y | +73.2% | -19.1% | +92.3% | +68.0% |
| All | +185.8% | +264.4% | -78.6% | +143.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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