+72.0%
LMT vs MP
+58.1%
+13.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.5% |
| 7D | -6.3% | -2.9% | -3.4% | -6.2% |
| 30D | -8.5% | +13.8% | -22.3% | -8.9% |
| 3M | +1.8% | -16.7% | +18.5% | +2.3% |
| 6M | -19.9% | -11.5% | -8.4% | -20.0% |
| YTD | +10.6% | +7.9% | +2.6% | +9.7% |
| 1Y | +17.9% | -15.0% | +33.0% | +17.5% |
| 3Y | +27.0% | +153.5% | -126.6% | +19.0% |
| All | +72.0% | +58.1% | +13.9% | +56.4% |
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