+202.1%
LMT vs MOS
+6.2%
+196.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +3.5% |
| 7D | -8.5% | +19.7% | -28.2% | -10.7% |
| 30D | +15.4% | +21.5% | -6.1% | +12.4% |
| 3M | +0.7% | -0.4% | +1.1% | +0.2% |
| 6M | +17.6% | +4.5% | +13.1% | +15.9% |
| YTD | +23.8% | -2.9% | +26.7% | +22.6% |
| 1Y | +31.6% | -7.7% | +39.4% | +31.0% |
| 3Y | +44.0% | -25.6% | +69.6% | +45.0% |
| 5Y | +98.8% | -31.2% | +130.0% | +98.3% |
| 10Y | +202.1% | +2.8% | +199.3% | +174.2% |
| All | +202.1% | +6.2% | +196.0% | +174.2% |
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