+25.9%
LMT vs MSI
+28.6%
-2.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.2% | -8.1% | -7.2% |
| 7D | -5.5% | +2.8% | -8.3% | -6.2% |
| 30D | +17.5% | +9.1% | +8.3% | +14.9% |
| 3M | +1.6% | +12.5% | -10.9% | -1.4% |
| 6M | +16.3% | +14.2% | +2.1% | +12.1% |
| YTD | +25.3% | +30.7% | -5.5% | +20.9% |
| 1Y | +25.9% | +27.5% | -1.7% | +17.9% |
| All | +25.9% | +28.6% | -2.7% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling