+78.5%
LMT vs MP
+257.7%
-179.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.9% | -6.5% | -1.7% |
| 7D | -11.0% | -10.5% | -0.5% | -10.6% |
| 30D | +13.6% | -23.5% | +37.1% | +14.6% |
| 3M | -2.1% | -25.4% | +23.3% | -1.3% |
| 6M | +11.7% | -51.3% | +62.9% | +14.1% |
| YTD | +19.4% | -29.9% | +49.3% | +20.0% |
| 1Y | +24.1% | -31.8% | +55.9% | +24.6% |
| 3Y | +36.2% | +127.0% | -90.8% | +27.1% |
| 5Y | +90.7% | -3.3% | +94.0% | +81.7% |
| All | +78.5% | +257.7% | -179.2% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling