+860.7%
LMT vs MSCI
+3,197.7%
-2,336.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +2.5% | -1.9% | +4.4% | +3.0% |
| 30D | +19.2% | +16.5% | +2.7% | +15.3% |
| 3M | +2.7% | +18.2% | -15.5% | -1.1% |
| 6M | +20.6% | +14.0% | +6.6% | +16.6% |
| YTD | +28.4% | +16.6% | +11.8% | +23.1% |
| 1Y | +36.9% | +14.8% | +22.1% | +31.7% |
| 3Y | +48.5% | +33.3% | +15.3% | +36.5% |
| 5Y | +107.6% | +9.1% | +98.6% | +94.1% |
| 10Y | +206.5% | +820.4% | -613.9% | +66.6% |
| All | +860.7% | +3,197.7% | -2,336.9% | +252.1% |
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