+187.0%
LMT vs MSCI
+615.8%
-428.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -1.3% | -1.1% | -0.2% | -1.2% |
| 30D | -12.5% | -1.2% | -11.3% | -12.4% |
| 3M | -0.5% | -8.4% | +7.9% | +0.9% |
| 6M | -20.0% | -1.0% | -19.0% | -20.3% |
| YTD | +10.4% | -2.3% | +12.7% | +10.0% |
| 1Y | +17.7% | -1.2% | +18.9% | +16.8% |
| 3Y | +34.3% | +7.9% | +26.4% | +29.6% |
| 5Y | +71.8% | -10.1% | +81.9% | +69.1% |
| 10Y | +187.0% | +631.0% | -444.0% | +63.2% |
| All | +187.0% | +615.8% | -428.8% | +63.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling