+25.9%
LMT vs MSCI
+17.3%
+8.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +5.4% | -12.3% | -7.2% |
| 7D | -5.5% | +11.5% | -17.0% | -6.4% |
| 30D | +17.5% | +22.1% | -4.6% | +15.6% |
| 3M | +1.6% | +18.4% | -16.8% | +0.1% |
| 6M | +16.3% | +16.6% | -0.3% | +14.2% |
| YTD | +25.3% | +18.8% | +6.4% | +22.4% |
| 1Y | +25.9% | +19.0% | +6.9% | +21.5% |
| All | +25.9% | +17.3% | +8.6% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 1y: compounded portfolio wealth divided by compounded MSCI 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…
1y analysis · Full analysis span regression · 6 months rolling