+128.3%
LMT vs MRNA
+521.0%
-392.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +1.1% |
| 7D | -0.5% | -8.2% | +7.7% | -0.5% |
| 30D | -10.8% | +125.6% | -136.3% | -10.8% |
| 3M | +1.6% | +197.1% | -195.5% | +1.2% |
| 6M | -17.6% | +148.5% | -166.0% | -17.8% |
| YTD | +11.6% | +363.3% | -351.7% | +10.5% |
| 1Y | +17.2% | +462.0% | -444.8% | +15.9% |
| 3Y | +35.7% | +26.9% | +8.8% | +35.3% |
| 5Y | +75.2% | -69.6% | +144.8% | +77.5% |
| All | +128.3% | +521.0% | -392.7% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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