+826.3%
LMT vs MSCI
+3,122.5%
-2,296.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.5% |
| 7D | -8.5% | +1.5% | -10.0% | -8.9% |
| 30D | +15.4% | +14.4% | +1.0% | +12.1% |
| 3M | +0.7% | +15.2% | -14.5% | -2.5% |
| 6M | +17.6% | +11.2% | +6.4% | +14.3% |
| YTD | +23.8% | +13.9% | +9.9% | +19.3% |
| 1Y | +31.6% | +12.5% | +19.1% | +27.1% |
| 3Y | +44.0% | +32.3% | +11.7% | +32.5% |
| 5Y | +98.8% | +4.9% | +94.0% | +87.5% |
| 10Y | +202.1% | +779.7% | -577.6% | +65.8% |
| All | +826.3% | +3,122.5% | -2,296.2% | +241.1% |
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