+727.2%
LMT vs MSCI
+2,756.4%
-2,029.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.4% |
| 7D | -6.3% | +0.4% | -6.7% | -6.3% |
| 30D | -8.5% | +0.6% | -9.1% | -8.6% |
| 3M | +1.8% | -7.1% | +8.9% | +3.0% |
| 6M | -19.9% | +0.8% | -20.8% | -20.5% |
| YTD | +10.6% | +1.0% | +9.6% | +9.5% |
| 1Y | +17.9% | +4.3% | +13.6% | +15.7% |
| 3Y | +27.0% | +9.9% | +17.0% | +21.7% |
| 5Y | +68.7% | -6.8% | +75.4% | +63.1% |
| 10Y | +181.1% | +614.7% | -433.6% | +61.6% |
| All | +727.2% | +2,756.4% | -2,029.2% | +213.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling