+73.0%
LMT vs MOH
-19.7%
+92.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.2% |
| 7D | -0.2% | +1.7% | -1.9% | -0.3% |
| 30D | -13.1% | -0.9% | -12.2% | -13.0% |
| 3M | -3.9% | +5.7% | -9.6% | -4.6% |
| 6M | -18.3% | +39.1% | -57.4% | -20.8% |
| YTD | +10.3% | +17.7% | -7.3% | +7.7% |
| 1Y | +14.2% | +8.4% | +5.9% | +12.1% |
| 3Y | +35.0% | -36.6% | +71.5% | +37.8% |
| All | +73.0% | -19.7% | +92.7% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling