+36.2%
LMT vs MOS
-26.6%
+62.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -11.0% | +21.6% | -32.6% | -11.5% |
| 30D | +13.6% | +12.0% | +1.6% | +13.5% |
| 3M | -2.1% | -3.9% | +1.8% | -1.4% |
| 6M | +11.7% | -3.3% | +15.0% | +12.2% |
| YTD | +19.4% | -4.6% | +24.0% | +19.7% |
| 1Y | +24.1% | -7.0% | +31.0% | +24.5% |
| 3Y | +36.2% | -24.4% | +60.6% | +37.2% |
| All | +36.2% | -26.6% | +62.8% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling