+190.4%
LMT vs MSI
+664.3%
-474.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +5.1% | +3.2% | +1.9% | +3.9% |
| 30D | +14.1% | +17.6% | -3.5% | +7.6% |
| 3M | +0.3% | +14.5% | -14.2% | -4.6% |
| 6M | +16.1% | +34.3% | -18.2% | +3.9% |
| YTD | +25.5% | +39.7% | -14.3% | +10.1% |
| 1Y | +34.1% | +40.2% | -6.0% | +17.4% |
| 3Y | +45.1% | +77.1% | -32.1% | +14.3% |
| 5Y | +100.9% | +124.0% | -23.1% | +41.4% |
| All | +190.4% | +664.3% | -474.0% | +37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling