+206.5%
LMT vs MOS
-1.8%
+208.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.2% |
| 7D | +2.5% | +5.5% | -2.9% | +1.9% |
| 30D | +19.2% | +21.0% | -1.8% | +16.1% |
| 3M | +2.7% | -0.5% | +3.1% | +2.2% |
| 6M | +20.6% | +6.6% | +14.0% | +18.6% |
| YTD | +28.4% | -2.8% | +31.2% | +27.1% |
| 1Y | +36.9% | -8.1% | +45.0% | +36.3% |
| 3Y | +48.5% | -25.6% | +74.1% | +49.5% |
| 5Y | +107.6% | -29.8% | +137.4% | +106.5% |
| 10Y | +206.5% | +0.6% | +205.9% | +176.0% |
| All | +206.5% | -1.8% | +208.3% | +176.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling