+37.3%
LMT vs MSCI
+4.4%
+32.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.8% | +5.8% | +2.7% |
| 7D | -1.5% | -2.1% | +0.5% | -1.2% |
| 30D | -8.2% | -1.7% | -6.5% | -8.0% |
| 3M | +3.7% | -8.2% | +12.0% | +4.9% |
| 6M | -19.2% | -2.4% | -16.7% | -19.3% |
| YTD | +12.9% | -2.8% | +15.7% | +12.5% |
| 1Y | +19.8% | -2.7% | +22.5% | +19.2% |
| 3Y | +37.3% | +7.3% | +30.0% | +36.2% |
| All | +37.3% | +4.4% | +32.8% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling