+103.7%
LMT vs MP
-13.5%
+117.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -2.9% | -1.0% |
| 7D | +4.8% | +11.0% | -6.1% | +4.6% |
| 30D | +19.9% | -11.7% | +31.6% | +20.2% |
| 3M | +0.2% | -30.8% | +31.0% | +1.0% |
| 6M | +17.4% | -42.9% | +60.3% | +18.8% |
| YTD | +27.2% | -25.9% | +53.0% | +27.5% |
| 1Y | +35.6% | -37.3% | +72.9% | +36.4% |
| 3Y | +47.1% | +150.7% | -103.6% | +39.7% |
| 5Y | +103.7% | -19.3% | +122.9% | +98.9% |
| All | +103.7% | -13.5% | +117.2% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling