+25.9%
LMT vs MOS
-16.2%
+42.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +17.4% | -24.3% | -6.5% |
| 7D | -5.5% | +17.9% | -23.5% | -5.1% |
| 30D | +17.5% | +1.6% | +15.9% | +18.8% |
| 3M | +1.6% | -4.0% | +5.6% | +2.9% |
| 6M | +16.3% | -4.1% | +20.4% | +17.4% |
| YTD | +25.3% | -7.8% | +33.1% | +26.0% |
| 1Y | +25.9% | -15.6% | +41.4% | +25.6% |
| All | +25.9% | -16.2% | +42.1% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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