+68.8%
LMT vs MP
+459.3%
-390.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.5% | +2.0% |
| 7D | -1.5% | +3.0% | -4.6% | -1.6% |
| 30D | -8.2% | +8.3% | -16.6% | -8.6% |
| 3M | +3.7% | -3.8% | +7.6% | +3.7% |
| 6M | -19.2% | -4.9% | -14.3% | -19.4% |
| YTD | +12.9% | +9.6% | +3.3% | +11.8% |
| 1Y | +19.8% | -11.7% | +31.5% | +19.2% |
| 3Y | +37.3% | +158.5% | -121.2% | +28.2% |
| 5Y | +74.4% | +68.9% | +5.5% | +63.0% |
| All | +68.8% | +459.3% | -390.5% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded MP 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling